group
Start 2022-12-22 00:00:00
End 2024-11-20 00:00:00
Period 481 days 00:00:00
Start Value 10000.0
End Value 16450.509559
Total Return [%] 64.505096
Max Gross Exposure [%] 171.486329
Total Fees Paid 0.0
Max Drawdown [%] 13.739556
Max Drawdown Duration 156 days 00:00:00
Profit Factor 1.945489
Expectancy 11.471357
Sharpe Ratio 1.784581
Calmar Ratio 3.340458
Omega Ratio 1.305835
Sortino Ratio 2.71159
Skew 0.005065
Kurtosis 4.566886
Tail Ratio 1.078982
Common Sense Ratio 1.574197
Value at Risk -0.016463
Alpha 0.493673
Beta 0.005506
Position Id Column Size Entry Timestamp Avg Entry Price Entry Fees Exit Timestamp Avg Exit Price Exit Fees PnL Return Direction Status
0 0 (entries/exits, APO) 111.678729 2023-01-06 61.373074 0.0 2023-01-18 64.858981 0.0 389.301689 0.056799 Long Closed
1 1 (entries/exits, APO) 125.335600 2023-01-18 64.912903 0.0 2023-02-09 65.722752 0.0 -101.502917 -0.012476 Short Closed
2 2 (entries/exits, APO) 132.476925 2023-02-09 64.159027 0.0 2023-04-04 59.872253 0.0 -567.898610 -0.066815 Long Closed
3 3 (entries/exits, APO) 132.336095 2023-04-04 59.645603 0.0 2023-05-01 61.102788 0.0 -192.838166 -0.024431 Short Closed
4 4 (entries/exits, APO) 127.356494 2023-05-01 61.636220 0.0 2023-07-27 75.467465 0.0 1761.498958 0.224401 Long Closed
5 5 (entries/exits, APO) 97.542825 2023-07-27 77.922549 0.0 2023-08-01 79.121396 0.0 -116.938927 -0.015385 Short Closed
6 6 (entries/exits, APO) 102.529185 2023-08-01 79.166965 0.0 2023-09-13 87.393214 0.0 843.430618 0.103910 Long Closed
7 7 (entries/exits, APO) 111.967017 2023-09-13 87.652105 0.0 2023-10-12 85.738953 0.0 214.209944 0.021827 Short Closed
8 8 (entries/exits, APO) 98.843782 2023-10-12 85.359083 0.0 2023-10-18 84.687834 0.0 -66.348794 -0.007864 Long Closed
9 9 (entries/exits, APO) 116.737550 2023-10-18 83.971450 0.0 2023-10-31 75.296219 0.0 1012.725105 0.103312 Short Closed
10 10 (entries/exits, APO) 145.545865 2023-10-31 78.966574 0.0 2024-04-19 102.663735 0.0 3449.023791 0.300091 Long Closed
11 11 (entries/exits, APO) 100.587157 2024-04-19 105.520680 0.0 2024-04-26 109.874467 0.0 -437.935109 -0.041260 Short Closed
12 12 (entries/exits, APO) 99.664623 2024-04-26 109.807338 0.0 2024-06-03 114.322614 0.0 450.013318 0.041120 Long Closed
13 13 (entries/exits, APO) 169.086022 2024-06-03 111.677003 0.0 2024-09-13 112.797279 0.0 -189.423125 -0.010031 Short Closed
14 14 (entries/exits, APO) 93.206678 2024-09-13 113.643335 0.0 2024-10-30 142.299911 0.0 2670.984271 0.252162 Long Closed
15 15 (entries/exits, APO) 89.576258 2024-10-30 144.147434 0.0 2024-11-08 158.830208 0.0 -1315.227948 -0.101859 Short Closed
16 16 (entries/exits, APO) 70.773337 2024-11-08 159.976978 0.0 2024-11-20 161.341028 0.0 96.538380 0.008527 Long Open
17 17 (entries/exits stock two, ETN) 21.826945 2023-01-06 154.787997 0.0 2023-01-18 151.415242 0.0 73.616942 0.021790 Short Closed
18 18 (entries/exits stock two, ETN) 24.374667 2023-01-18 151.232115 0.0 2023-02-09 159.641645 0.0 204.979498 0.055607 Long Closed
19 19 (entries/exits stock two, ETN) 24.545759 2023-02-09 160.422000 0.0 2023-04-04 158.337028 0.0 51.177219 0.012997 Short Closed
20 20 (entries/exits stock two, ETN) 22.417102 2023-04-04 156.476444 0.0 2023-05-01 162.238221 0.0 129.162341 0.036822 Long Closed
21 21 (entries/exits stock two, ETN) 27.080403 2023-05-01 167.499010 0.0 2023-07-27 191.004163 0.0 -636.529000 -0.140330 Short Closed
22 22 (entries/exits stock two, ETN) 18.102607 2023-07-27 196.072601 0.0 2023-08-01 212.190007 0.0 291.767077 0.082201 Long Closed
23 23 (entries/exits stock two, ETN) 20.675304 2023-08-01 213.353133 0.0 2023-09-13 216.363312 0.0 -62.236355 -0.014109 Short Closed
24 24 (entries/exits stock two, ETN) 20.713000 2023-09-13 214.249735 0.0 2023-10-12 211.366324 0.0 -59.724089 -0.013458 Long Closed
25 25 (entries/exits stock two, ETN) 19.517627 2023-10-12 211.342288 0.0 2023-10-18 197.344225 0.0 273.208970 0.066234 Short Closed
26 26 (entries/exits stock two, ETN) 22.523534 2023-10-18 196.540636 0.0 2023-10-31 202.146108 0.0 126.255045 0.028521 Long Closed
27 27 (entries/exits stock two, ETN) 30.835229 2023-10-31 217.548028 0.0 2024-04-19 279.115044 0.0 -1898.433059 -0.283004 Short Closed
28 28 (entries/exits stock two, ETN) 16.379242 2024-04-19 297.370624 0.0 2024-04-26 317.313597 0.0 326.650792 0.067064 Long Closed
29 29 (entries/exits stock two, ETN) 17.068406 2024-04-26 318.350537 0.0 2024-06-03 319.719227 0.0 -23.361357 -0.004299 Short Closed
30 30 (entries/exits stock two, ETN) 27.768003 2024-06-03 307.429001 0.0 2024-09-13 302.547276 0.0 -135.555760 -0.015879 Long Closed
31 31 (entries/exits stock two, ETN) 18.951867 2024-09-13 305.913751 0.0 2024-10-30 336.865892 0.0 -586.600875 -0.101179 Short Closed
32 32 (entries/exits stock two, ETN) 17.290794 2024-10-30 338.099876 0.0 2024-11-08 360.585812 0.0 388.799678 0.066507 Long Closed
33 33 (entries/exits stock two, ETN) 14.978650 2024-11-08 362.746214 0.0 2024-11-20 356.889877 0.0 87.720017 0.016144 Short Open
group
Start 2023-05-18 00:00:00
End 2025-04-17 00:00:00
Period 481 days 00:00:00
Start Value 10000.0
End Value 23427.842433
Total Return [%] 134.278424
Max Gross Exposure [%] 171.000481
Total Fees Paid 0.0
Max Drawdown [%] 11.503975
Max Drawdown Duration 156 days 00:00:00
Profit Factor 3.005505
Expectancy 24.399392
Sharpe Ratio 2.870049
Calmar Ratio 7.892455
Omega Ratio 1.550343
Sortino Ratio 4.754411
Skew 0.343381
Kurtosis 6.183552
Tail Ratio 1.405917
Common Sense Ratio 2.682414
Value at Risk -0.014624
Alpha 1.133709
Beta -0.385498
Position Id Column Size Entry Timestamp Avg Entry Price Entry Fees Exit Timestamp Avg Exit Price Exit Fees PnL Return Direction Status
0 0 (entries/exits, APO) 117.552989 2023-05-25 62.701875 0.0 2023-07-27 76.837237 0.0 1661.654013 0.225438 Long Closed
1 1 (entries/exits, APO) 98.449001 2023-07-27 77.922541 0.0 2023-08-01 79.121393 0.0 -118.025823 -0.015385 Short Closed
2 2 (entries/exits, APO) 103.455968 2023-08-01 79.166852 0.0 2023-09-13 87.394792 0.0 851.229478 0.103932 Long Closed
3 3 (entries/exits, APO) 113.025747 2023-09-13 87.651976 0.0 2023-10-12 85.739225 0.0 216.190172 0.021822 Short Closed
4 4 (entries/exits, APO) 99.765111 2023-10-12 85.359099 0.0 2023-10-18 84.687825 0.0 -66.969724 -0.007864 Long Closed
5 5 (entries/exits, APO) 117.839019 2023-10-18 83.970859 0.0 2023-10-31 75.296478 0.0 1022.180546 0.103302 Short Closed
6 6 (entries/exits, APO) 146.852468 2023-10-31 78.958752 0.0 2024-04-19 102.670698 0.0 3482.157827 0.300308 Long Closed
7 7 (entries/exits, APO) 101.603309 2024-04-19 105.520672 0.0 2024-04-26 109.874459 0.0 -442.359172 -0.041260 Short Closed
8 8 (entries/exits, APO) 100.639585 2024-04-26 109.807543 0.0 2024-06-03 114.323350 0.0 454.469005 0.041125 Long Closed
9 9 (entries/exits, APO) 170.864304 2024-06-03 111.675802 0.0 2024-09-13 112.796951 0.0 -191.564273 -0.010039 Short Closed
10 10 (entries/exits, APO) 94.136887 2024-09-13 113.641389 0.0 2024-10-30 142.304821 0.0 2698.286178 0.252227 Long Closed
11 11 (entries/exits, APO) 90.515277 2024-10-30 144.147274 0.0 2024-11-08 158.829399 0.0 -1328.956673 -0.101855 Short Closed
12 12 (entries/exits, APO) 72.784869 2024-11-08 160.188059 0.0 2024-12-06 175.527431 0.0 1116.474250 0.095759 Long Closed
13 13 (entries/exits, APO) 88.851153 2024-12-06 173.753670 0.0 2025-01-08 161.968228 0.0 1047.150054 0.067828 Short Closed
14 14 (entries/exits, APO) 78.455050 2025-01-08 160.235721 0.0 2025-01-27 165.545396 0.0 416.570770 0.033137 Long Closed
15 15 (entries/exits, APO) 136.458837 2025-01-27 156.320071 0.0 2025-03-12 136.340046 0.0 2726.451064 0.127815 Short Closed
16 16 (entries/exits, APO) 115.768507 2025-03-12 134.054970 0.0 2025-03-27 140.954858 0.0 798.789728 0.051471 Long Closed
17 17 (entries/exits, APO) 180.722846 2025-03-27 131.594417 0.0 2025-04-17 125.933811 0.0 1023.000751 0.043016 Short Open
18 18 (entries/exits stock two, ETN) 23.765190 2023-05-25 174.779474 0.0 2023-07-27 194.286489 0.0 -463.587926 -0.111609 Short Closed
19 19 (entries/exits stock two, ETN) 18.188221 2023-07-27 196.072601 0.0 2023-08-01 212.189606 0.0 293.139632 0.082199 Long Closed
20 20 (entries/exits stock two, ETN) 20.772497 2023-08-01 213.353491 0.0 2023-09-13 216.362683 0.0 -62.508438 -0.014104 Short Closed
21 21 (entries/exits stock two, ETN) 20.815709 2023-09-13 214.247928 0.0 2023-10-12 211.365739 0.0 -59.994806 -0.013453 Long Closed
22 22 (entries/exits stock two, ETN) 19.610567 2023-10-12 211.342595 0.0 2023-10-18 197.344128 0.0 274.517893 0.066236 Short Closed
23 23 (entries/exits stock two, ETN) 22.633407 2023-10-18 196.539814 0.0 2023-10-31 202.145603 0.0 126.878104 0.028522 Long Closed
24 24 (entries/exits stock two, ETN) 30.990502 2023-10-31 217.550813 0.0 2024-04-19 279.128277 0.0 -1908.316557 -0.283049 Short Closed
25 25 (entries/exits stock two, ETN) 16.469986 2024-04-19 297.370774 0.0 2024-04-26 317.312435 0.0 328.438871 0.067060 Long Closed
26 26 (entries/exits stock two, ETN) 17.160266 2024-04-26 318.350804 0.0 2024-06-03 319.718245 0.0 -23.465647 -0.004295 Short Closed
27 27 (entries/exits stock two, ETN) 27.937936 2024-06-03 307.418993 0.0 2024-09-13 302.547380 0.0 -136.102831 -0.015847 Long Closed
28 28 (entries/exits stock two, ETN) 19.057794 2024-09-13 305.915920 0.0 2024-10-30 336.867873 0.0 -589.875940 -0.101178 Short Closed
29 29 (entries/exits stock two, ETN) 17.393064 2024-10-30 338.099376 0.0 2024-11-08 360.582403 0.0 391.048725 0.066498 Long Closed
30 30 (entries/exits stock two, ETN) 16.113745 2024-11-08 363.221123 0.0 2024-12-06 367.504044 0.0 -69.013885 -0.011791 Short Closed
31 31 (entries/exits stock two, ETN) 18.842935 2024-12-06 362.088465 0.0 2025-01-08 341.702150 0.0 -384.138001 -0.056302 Long Closed
32 32 (entries/exits stock two, ETN) 17.842061 2025-01-08 341.966040 0.0 2025-01-27 313.193416 0.0 513.362914 0.084139 Short Closed
33 33 (entries/exits stock two, ETN) 29.687915 2025-01-27 302.139404 0.0 2025-03-12 291.464731 0.0 -316.908785 -0.035330 Long Closed
34 34 (entries/exits stock two, ETN) 26.406204 2025-03-12 289.871409 0.0 2025-03-27 279.656418 0.0 269.739140 0.035240 Short Closed
35 35 (entries/exits stock two, ETN) 37.587478 2025-03-27 272.346549 0.0 2025-04-17 269.098175 0.0 -122.098203 -0.011927 Long Open
group
Start 2023-10-11 00:00:00
End 2025-09-11 00:00:00
Period 481 days 00:00:00
Start Value 10000.0
End Value 20212.213254
Total Return [%] 102.122133
Max Gross Exposure [%] 153.338755
Total Fees Paid 0.0
Max Drawdown [%] 15.884604
Max Drawdown Duration 116 days 00:00:00
Profit Factor 2.681067
Expectancy 18.787191
Sharpe Ratio 2.096675
Calmar Ratio 4.442866
Omega Ratio 1.381836
Sortino Ratio 3.330968
Skew 0.253155
Kurtosis 6.627636
Tail Ratio 1.209682
Common Sense Ratio 2.063394
Value at Risk -0.018417
Alpha 1.038058
Beta -0.402154
Position Id Column Size Entry Timestamp Avg Entry Price Entry Fees Exit Timestamp Avg Exit Price Exit Fees PnL Return Direction Status
0 0 (entries/exits, APO) 86.944723 2023-10-12 85.359965 0.0 2023-10-18 84.687378 0.0 -58.477914 -0.007879 Long Closed
1 1 (entries/exits, APO) 103.307195 2023-10-18 83.939985 0.0 2023-10-31 75.310002 0.0 891.539346 0.102811 Short Closed
2 2 (entries/exits, APO) 125.589897 2023-10-31 78.521568 0.0 2024-04-19 103.046129 0.0 3080.037163 0.312329 Long Closed
3 3 (entries/exits, APO) 92.210176 2024-04-19 105.520255 0.0 2024-04-26 109.874012 0.0 -401.460701 -0.041260 Short Closed
4 4 (entries/exits, APO) 89.820610 2024-04-26 109.818364 0.0 2024-06-03 114.362398 0.0 408.147889 0.041378 Long Closed
5 5 (entries/exits, APO) 158.489758 2024-06-03 111.615733 0.0 2024-09-13 112.780759 0.0 -184.644697 -0.010438 Short Closed
6 6 (entries/exits, APO) 84.868407 2024-09-13 113.536939 0.0 2024-10-30 142.565355 0.0 2463.595408 0.255674 Long Closed
7 7 (entries/exits, APO) 83.769793 2024-10-30 144.138748 0.0 2024-11-08 158.786848 0.0 -1227.068272 -0.101625 Short Closed
8 8 (entries/exits, APO) 65.969884 2024-11-08 160.147640 0.0 2024-12-06 175.612400 0.0 1020.208430 0.096566 Long Closed
9 9 (entries/exits, APO) 82.619905 2024-12-06 173.664655 0.0 2025-01-08 162.015415 0.0 962.459052 0.067079 Short Closed
10 10 (entries/exits, APO) 72.321491 2025-01-08 160.255392 0.0 2025-01-27 165.552218 0.0 383.074346 0.033052 Long Closed
11 11 (entries/exits, APO) 128.882010 2025-01-27 155.986331 0.0 2025-03-12 136.399004 0.0 2524.454135 0.125571 Short Closed
12 12 (entries/exits, APO) 107.140796 2025-03-12 134.039718 0.0 2025-03-27 140.964079 0.0 741.881533 0.051659 Long Closed
13 13 (entries/exits, APO) 184.298710 2025-03-27 130.498202 0.0 2025-04-24 130.045594 0.0 83.415115 0.003468 Short Closed
14 14 (entries/exits, APO) 134.835060 2025-04-24 133.288308 0.0 2025-09-02 136.944399 0.0 492.969194 0.027430 Long Closed
15 15 (entries/exits, APO) 113.590304 2025-09-02 135.545043 0.0 2025-09-10 133.694534 0.0 210.199847 0.013652 Short Closed
16 16 (entries/exits, APO) 108.667887 2025-09-10 133.654098 0.0 2025-09-11 136.399994 0.0 298.390701 0.020545 Long Open
17 17 (entries/exits stock two, ETN) 13.306858 2023-10-12 211.358772 0.0 2023-10-18 197.339021 0.0 186.558837 0.066332 Short Closed
18 18 (entries/exits stock two, ETN) 15.451342 2023-10-18 196.496863 0.0 2023-10-31 202.119133 0.0 86.871625 0.028613 Long Closed
19 19 (entries/exits stock two, ETN) 21.366887 2023-10-31 217.728829 0.0 2024-04-19 279.756276 0.0 -1325.333454 -0.284884 Short Closed
20 20 (entries/exits stock two, ETN) 11.638530 2024-04-19 297.378598 0.0 2024-04-26 317.251443 0.0 231.290709 0.066827 Long Closed
21 21 (entries/exits stock two, ETN) 12.032656 2024-04-26 318.372484 0.0 2024-06-03 319.673430 0.0 -15.653844 -0.004086 Short Closed
22 22 (entries/exits stock two, ETN) 20.337005 2024-06-03 306.909509 0.0 2024-09-13 302.551134 0.0 -88.636306 -0.014201 Long Closed
23 23 (entries/exits stock two, ETN) 13.502364 2024-09-13 306.036440 0.0 2024-10-30 336.971020 0.0 -417.689968 -0.101081 Short Closed
24 24 (entries/exits stock two, ETN) 12.530713 2024-10-30 338.073007 0.0 2024-11-08 360.403603 0.0 279.818289 0.066053 Long Closed
25 25 (entries/exits stock two, ETN) 11.448367 2024-11-08 363.251196 0.0 2024-12-06 367.476684 0.0 -48.374944 -0.011632 Short Closed
26 26 (entries/exits stock two, ETN) 13.662722 2024-12-06 361.741008 0.0 2025-01-08 341.702889 0.0 -273.775261 -0.055394 Long Closed
27 27 (entries/exits stock two, ETN) 12.894826 2025-01-08 341.970560 0.0 2025-01-27 313.044893 0.0 372.991432 0.084585 Short Closed
28 28 (entries/exits stock two, ETN) 21.903295 2025-01-27 301.772518 0.0 2025-03-12 291.517129 0.0 -224.626805 -0.033984 Long Closed
29 29 (entries/exits stock two, ETN) 19.134783 2025-03-12 289.933941 0.0 2025-03-27 279.566157 0.0 198.385307 0.035759 Short Closed
30 30 (entries/exits stock two, ETN) 29.409657 2025-03-27 271.305964 0.0 2025-04-24 281.920887 0.0 312.181247 0.039125 Long Closed
31 31 (entries/exits stock two, ETN) 25.697860 2025-04-24 301.272143 0.0 2025-09-02 342.583280 0.0 -1061.607825 -0.137122 Short Closed
32 32 (entries/exits stock two, ETN) 15.606543 2025-09-02 343.827664 0.0 2025-09-10 361.726146 0.0 279.333427 0.052057 Long Closed
33 33 (entries/exits stock two, ETN) 14.968658 2025-09-10 362.201768 0.0 2025-09-11 360.079987 0.0 31.760215 0.005858 Short Open
group
Start 2022-12-22 00:00:00
End 2024-11-20 00:00:00
Period 481 days 00:00:00
Start Value 10000.0
End Value 14055.362069
Total Return [%] 40.553621
Max Gross Exposure [%] 12839.676408
Total Fees Paid 0.0
Max Drawdown [%] 12.22495
Max Drawdown Duration 259 days 00:00:00
Profit Factor 1.996228
Expectancy 6.749503
Sharpe Ratio 1.496267
Calmar Ratio 2.411099
Omega Ratio 1.259253
Sortino Ratio 2.51721
Skew 1.545863
Kurtosis 10.789329
Tail Ratio 1.05286
Common Sense Ratio 1.363196
Value at Risk -0.013483
Alpha 0.290219
Beta 0.057278
Position Id Column Size Entry Timestamp Avg Entry Price Entry Fees Exit Timestamp Avg Exit Price Exit Fees PnL Return Direction Status
0 0 (entries/exits, CHRW) 65.803477 2023-01-18 88.014082 0.0 2023-03-14 92.387872 0.0 -287.810566 -0.049694 Short Closed
1 1 (entries/exits, CHRW) 56.453290 2023-03-14 91.271701 0.0 2023-04-28 93.932219 0.0 150.194970 0.029149 Long Closed
2 2 (entries/exits, CHRW) 56.011910 2023-04-28 94.393512 0.0 2023-05-31 89.741821 0.0 260.550115 0.049280 Short Closed
3 3 (entries/exits, CHRW) 55.100200 2023-05-31 88.353463 0.0 2023-07-03 89.927935 0.0 86.753709 0.017820 Long Closed
4 4 (entries/exits, CHRW) 60.218516 2023-07-03 90.217385 0.0 2023-08-22 88.452820 0.0 106.259512 0.019559 Short Closed
5 5 (entries/exits, CHRW) 55.171014 2023-08-22 87.102456 0.0 2023-09-28 82.861502 0.0 -233.977712 -0.048689 Long Closed
6 6 (entries/exits, CHRW) 56.847103 2023-09-28 82.545984 0.0 2023-10-13 79.787649 0.0 156.803347 0.033416 Short Closed
7 7 (entries/exits, CHRW) 63.624801 2023-10-13 79.426346 0.0 2023-12-04 81.524774 0.0 133.512057 0.026420 Long Closed
8 8 (entries/exits, CHRW) 65.602494 2023-12-04 81.913889 0.0 2024-02-01 72.483379 0.0 618.665031 0.115127 Short Closed
9 9 (entries/exits, CHRW) 73.258915 2024-02-01 70.223942 0.0 2024-03-12 72.722162 0.0 183.016854 0.035575 Long Closed
10 10 (entries/exits, CHRW) 74.149267 2024-03-12 72.707625 0.0 2024-04-02 69.804606 0.0 215.256712 0.039927 Short Closed
11 11 (entries/exits, CHRW) 78.995031 2024-04-02 69.450190 0.0 2024-05-02 76.995363 0.0 596.031169 0.108642 Long Closed
12 12 (entries/exits, CHRW) 87.460029 2024-05-02 78.895557 0.0 2024-07-10 82.853449 0.0 -346.157361 -0.050166 Short Closed
13 13 (entries/exits, CHRW) 62.331369 2024-07-10 82.999881 0.0 2024-08-01 98.104911 0.0 941.517256 0.181989 Long Closed
14 14 (entries/exits, CHRW) 63.531983 2024-08-01 98.807624 0.0 2024-09-12 97.249913 0.0 98.964428 0.015765 Short Closed
15 15 (entries/exits, CHRW) 55.731725 2024-09-12 97.144697 0.0 2024-09-23 103.802318 0.0 371.040729 0.068533 Long Closed
16 16 (entries/exits, CHRW) 60.070201 2024-09-23 104.141544 0.0 2024-10-23 105.494315 0.0 -81.261179 -0.012990 Short Closed
17 17 (entries/exits, CHRW) 54.001226 2024-10-23 105.337407 0.0 2024-10-30 107.080987 0.0 94.155454 0.016552 Long Closed
18 18 (entries/exits, CHRW) 53.376284 2024-10-30 107.086006 0.0 2024-10-31 100.639748 0.0 344.077329 0.060197 Short Closed
19 19 (entries/exits, CHRW) 60.741796 2024-10-31 100.617524 0.0 2024-11-07 105.335689 0.0 286.589767 0.046892 Long Closed
20 20 (entries/exits, CHRW) 64.083153 2024-11-07 105.512381 0.0 2024-11-20 106.575891 0.0 -68.153127 -0.010079 Short Open
21 21 (entries/exits stock two, LNT) 124.805289 2023-01-18 48.716704 0.0 2023-03-14 47.892638 0.0 -102.847783 -0.016915 Long Closed
22 22 (entries/exits stock two, LNT) 129.055842 2023-03-14 47.814216 0.0 2023-04-28 50.533823 0.0 -350.981179 -0.056879 Short Closed
23 23 (entries/exits stock two, LNT) 108.158248 2023-04-28 50.810517 0.0 2023-05-31 47.698691 0.0 -336.569702 -0.061244 Long Closed
24 24 (entries/exits stock two, LNT) 117.397750 2023-05-31 47.649073 0.0 2023-07-03 49.033780 0.0 -162.561435 -0.029061 Short Closed
25 25 (entries/exits stock two, LNT) 112.786849 2023-07-03 49.019329 0.0 2023-08-22 47.188292 0.0 -206.516912 -0.037353 Long Closed
26 26 (entries/exits stock two, LNT) 119.481739 2023-08-22 46.911450 0.0 2023-09-28 45.104714 0.0 215.872000 0.038514 Short Closed
27 27 (entries/exits stock two, LNT) 112.965794 2023-09-28 44.769822 0.0 2023-10-13 46.321172 0.0 175.249469 0.034652 Long Closed
28 28 (entries/exits stock two, LNT) 128.781576 2023-10-13 46.314553 0.0 2023-12-04 48.040179 0.0 -222.228759 -0.037259 Short Closed
29 29 (entries/exits stock two, LNT) 117.631410 2023-12-04 48.233003 0.0 2024-02-01 47.441262 0.0 -93.133521 -0.016415 Long Closed
30 30 (entries/exits stock two, LNT) 133.170700 2024-02-01 47.065241 0.0 2024-03-12 46.294884 0.0 102.588950 0.016368 Short Closed
31 31 (entries/exits stock two, LNT) 123.780456 2024-03-12 46.343504 0.0 2024-04-02 47.469437 0.0 139.368399 0.024295 Long Closed
32 32 (entries/exits stock two, LNT) 130.552226 2024-04-02 47.372257 0.0 2024-05-02 48.575116 0.0 -157.035933 -0.025392 Short Closed
33 33 (entries/exits stock two, LNT) 132.336073 2024-05-02 48.742808 0.0 2024-07-10 49.758773 0.0 134.448805 0.020843 Long Closed
34 34 (entries/exits stock two, LNT) 119.739295 2024-07-10 49.995851 0.0 2024-08-01 54.488098 0.0 -537.898555 -0.089852 Short Closed
35 35 (entries/exits stock two, LNT) 115.901293 2024-08-01 54.825890 0.0 2024-09-12 56.919781 0.0 242.684666 0.038192 Long Closed
36 36 (entries/exits stock two, LNT) 111.294934 2024-09-12 57.044489 0.0 2024-09-23 58.394844 0.0 -150.287634 -0.023672 Short Closed
37 37 (entries/exits stock two, LNT) 113.242315 2024-09-23 58.409760 0.0 2024-10-23 59.832082 0.0 161.067029 0.024351 Long Closed
38 38 (entries/exits stock two, LNT) 111.983464 2024-10-23 59.816249 0.0 2024-10-30 57.389180 0.0 271.791570 0.040575 Short Closed
39 39 (entries/exits stock two, LNT) 112.794514 2024-10-30 57.366894 0.0 2024-10-31 58.537647 0.0 132.054569 0.020408 Long Closed
40 40 (entries/exits stock two, LNT) 126.766409 2024-10-31 58.302841 0.0 2024-11-07 54.879481 0.0 433.967061 0.058717 Short Closed
41 41 (entries/exits stock two, LNT) 130.348157 2024-11-07 54.892039 0.0 2024-11-20 60.571463 0.0 740.302468 0.103465 Long Open
group
Start 2023-05-18 00:00:00
End 2025-04-17 00:00:00
Period 481 days 00:00:00
Start Value 10000.0
End Value 18686.733722
Total Return [%] 86.867337
Max Gross Exposure [%] 3346.433538
Total Fees Paid 0.0
Max Drawdown [%] 7.18714
Max Drawdown Duration 91 days 00:00:00
Profit Factor 3.647901
Expectancy 16.748097
Sharpe Ratio 2.735056
Calmar Ratio 8.447359
Omega Ratio 1.526546
Sortino Ratio 4.992851
Skew 1.633762
Kurtosis 10.525884
Tail Ratio 1.214948
Common Sense Ratio 1.952572
Value at Risk -0.011748
Alpha 0.631161
Beta 0.004622
Position Id Column Size Entry Timestamp Avg Entry Price Entry Fees Exit Timestamp Avg Exit Price Exit Fees PnL Return Direction Status
0 0 (entries/exits, CHRW) 56.916856 2023-05-31 88.347042 0.0 2023-07-03 89.923715 0.0 89.739248 0.017846 Long Closed
1 1 (entries/exits, CHRW) 61.807469 2023-07-03 90.218838 0.0 2023-08-22 88.448575 0.0 109.415446 0.019622 Short Closed
2 2 (entries/exits, CHRW) 56.886866 2023-08-22 87.088291 0.0 2023-09-28 82.866656 0.0 -240.155589 -0.048475 Long Closed
3 3 (entries/exits, CHRW) 58.507446 2023-09-28 82.546457 0.0 2023-10-13 79.787947 0.0 161.393358 0.033418 Short Closed
4 4 (entries/exits, CHRW) 65.754511 2023-10-13 79.417472 0.0 2023-12-04 81.511285 0.0 137.677640 0.026365 Long Closed
5 5 (entries/exits, CHRW) 67.268137 2023-12-04 81.915598 0.0 2024-02-01 72.472466 0.0 635.221892 0.115279 Short Closed
6 6 (entries/exits, CHRW) 75.319436 2024-02-01 70.222276 0.0 2024-03-12 72.714567 0.0 187.717956 0.035491 Long Closed
7 7 (entries/exits, CHRW) 75.817430 2024-03-12 72.711175 0.0 2024-04-02 69.800982 0.0 220.643302 0.040024 Short Closed
8 8 (entries/exits, CHRW) 81.168199 2024-04-02 69.444658 0.0 2024-05-02 76.962464 0.0 610.206740 0.108256 Long Closed
9 9 (entries/exits, CHRW) 89.136877 2024-05-02 78.892643 0.0 2024-07-10 82.856595 0.0 -353.334286 -0.050245 Short Closed
10 10 (entries/exits, CHRW) 63.804555 2024-07-10 83.001680 0.0 2024-08-01 98.068045 0.0 961.302678 0.181519 Long Closed
11 11 (entries/exits, CHRW) 64.576141 2024-08-01 98.810242 0.0 2024-09-12 97.247284 0.0 100.929764 0.015818 Short Closed
12 12 (entries/exits, CHRW) 56.744346 2024-09-12 97.144749 0.0 2024-09-23 103.796547 0.0 377.451931 0.068473 Long Closed
13 13 (entries/exits, CHRW) 60.971049 2024-09-23 104.140717 0.0 2024-10-23 105.490881 0.0 -82.320970 -0.012965 Short Closed
14 14 (entries/exits, CHRW) 54.975497 2024-10-23 105.337070 0.0 2024-10-30 107.080815 0.0 95.863296 0.016554 Long Closed
15 15 (entries/exits, CHRW) 54.317468 2024-10-30 107.086006 0.0 2024-10-31 100.639748 0.0 350.144440 0.060197 Short Closed
16 16 (entries/exits, CHRW) 61.830273 2024-10-31 100.616777 0.0 2024-11-07 105.333591 0.0 291.641898 0.046879 Long Closed
17 17 (entries/exits, CHRW) 66.258988 2024-11-07 105.521558 0.0 2024-11-22 105.233058 0.0 19.115742 0.002734 Short Closed
18 18 (entries/exits, CHRW) 67.333796 2024-11-22 105.060890 0.0 2024-12-12 111.930699 0.0 462.570327 0.065389 Long Closed
19 19 (entries/exits, CHRW) 77.128356 2024-12-12 110.747502 0.0 2025-01-16 100.955320 0.0 755.254887 0.088419 Short Closed
20 20 (entries/exits, CHRW) 75.223183 2025-01-16 100.934209 0.0 2025-01-23 105.100481 0.0 313.400254 0.041277 Long Closed
21 21 (entries/exits, CHRW) 75.453416 2025-01-23 105.140998 0.0 2025-01-30 98.971623 0.0 465.500380 0.058677 Short Closed
22 22 (entries/exits, CHRW) 88.531839 2025-01-30 98.493082 0.0 2025-03-07 101.000125 0.0 221.953136 0.025454 Long Closed
23 23 (entries/exits, CHRW) 87.987333 2025-03-07 100.874979 0.0 2025-04-03 94.324015 0.0 576.401866 0.064941 Short Closed
24 24 (entries/exits, CHRW) 101.323584 2025-04-03 93.059454 0.0 2025-04-17 90.163561 0.0 -293.422266 -0.031119 Long Open
25 25 (entries/exits stock two, LNT) 130.262155 2023-05-31 47.648917 0.0 2023-07-03 49.033679 0.0 -180.382110 -0.029062 Short Closed
26 26 (entries/exits stock two, LNT) 124.390164 2023-07-03 49.021165 0.0 2023-08-22 47.181147 0.0 -228.880156 -0.037535 Long Closed
27 27 (entries/exits stock two, LNT) 132.492352 2023-08-22 46.910282 0.0 2023-09-28 45.105967 0.0 239.057856 0.038463 Short Closed
28 28 (entries/exits stock two, LNT) 125.009177 2023-09-28 44.770996 0.0 2023-10-13 46.323285 0.0 194.050328 0.034672 Long Closed
29 29 (entries/exits stock two, LNT) 143.056398 2023-10-13 46.313174 0.0 2023-12-04 48.037115 0.0 -246.620834 -0.037224 Short Closed
30 30 (entries/exits stock two, LNT) 129.562788 2023-12-04 48.237517 0.0 2024-02-01 47.438324 0.0 -103.545723 -0.016568 Long Closed
31 31 (entries/exits stock two, LNT) 147.000794 2024-02-01 47.062783 0.0 2024-03-12 46.294784 0.0 112.896436 0.016319 Short Closed
32 32 (entries/exits stock two, LNT) 136.259869 2024-03-12 46.343374 0.0 2024-04-02 47.469831 0.0 153.490892 0.024307 Long Closed
33 33 (entries/exits stock two, LNT) 144.366776 2024-04-02 47.368752 0.0 2024-05-02 48.571281 0.0 -173.605214 -0.025387 Short Closed
34 34 (entries/exits stock two, LNT) 145.020614 2024-05-02 48.744394 0.0 2024-07-10 49.763451 0.0 147.784166 0.020906 Long Closed
35 35 (entries/exits stock two, LNT) 131.930059 2024-07-10 49.995932 0.0 2024-08-01 54.483120 0.0 -591.994930 -0.089751 Short Closed
36 36 (entries/exits stock two, LNT) 126.726563 2024-08-01 54.824371 0.0 2024-09-12 56.923115 0.0 265.966550 0.038281 Long Closed
37 37 (entries/exits stock two, LNT) 121.993766 2024-09-12 57.043984 0.0 2024-09-23 58.394661 0.0 -164.774267 -0.023678 Short Closed
38 38 (entries/exits stock two, LNT) 123.698399 2024-09-23 58.409506 0.0 2024-10-23 59.835418 0.0 176.382962 0.024412 Long Closed
39 39 (entries/exits stock two, LNT) 122.775545 2024-10-23 59.814943 0.0 2024-10-30 57.389152 0.0 297.827803 0.040555 Short Closed
40 40 (entries/exits stock two, LNT) 123.638653 2024-10-30 57.366894 0.0 2024-10-31 58.537647 0.0 144.750383 0.020408 Long Closed
41 41 (entries/exits stock two, LNT) 138.979798 2024-10-31 58.301023 0.0 2024-11-07 54.880540 0.0 475.378023 0.058669 Short Closed
42 42 (entries/exits stock two, LNT) 142.787384 2024-11-07 54.891191 0.0 2024-11-22 61.581563 0.0 955.300726 0.121884 Long Closed
43 43 (entries/exits stock two, LNT) 148.685459 2024-11-22 61.624414 0.0 2024-12-12 59.047686 0.0 383.121906 0.041813 Short Closed
44 44 (entries/exits stock two, LNT) 164.741047 2024-12-12 58.798725 0.0 2025-01-16 58.529095 0.0 -44.419092 -0.004586 Long Closed
45 45 (entries/exits stock two, LNT) 164.234543 2025-01-16 58.561390 0.0 2025-01-23 57.281912 0.0 210.134607 0.021849 Short Closed
46 46 (entries/exits stock two, LNT) 167.787358 2025-01-23 57.259550 0.0 2025-01-30 57.898843 0.0 107.265416 0.011165 Long Closed
47 47 (entries/exits stock two, LNT) 184.941337 2025-01-30 58.232985 0.0 2025-03-07 61.489526 0.0 -602.268962 -0.055923 Short Closed
48 48 (entries/exits stock two, LNT) 163.313178 2025-03-07 61.495056 0.0 2025-04-03 63.724023 0.0 364.019710 0.036246 Long Closed
49 49 (entries/exits stock two, LNT) 180.811406 2025-04-03 63.281797 0.0 2025-04-17 59.844601 0.0 621.484173 0.054316 Short Open
group
Start 2023-10-11 00:00:00
End 2025-09-11 00:00:00
Period 481 days 00:00:00
Start Value 10000.0
End Value 20521.851377
Total Return [%] 105.218514
Max Gross Exposure [%] 1884.053491
Total Fees Paid 0.0
Max Drawdown [%] 7.152839
Max Drawdown Duration 69 days 00:00:00
Profit Factor 5.057945
Expectancy 22.564265
Sharpe Ratio 2.955372
Calmar Ratio 10.143165
Omega Ratio 1.617098
Sortino Ratio 6.093175
Skew 2.40339
Kurtosis 13.682521
Tail Ratio 1.284954
Common Sense Ratio 2.21722
Value at Risk -0.0116
Alpha 0.744821
Beta 0.019111
Position Id Column Size Entry Timestamp Avg Entry Price Entry Fees Exit Timestamp Avg Exit Price Exit Fees PnL Return Direction Status
0 0 (entries/exits, CHRW) 62.918636 2023-10-13 79.410492 0.0 2023-12-04 81.500269 0.0 131.485907 0.026316 Long Closed
1 1 (entries/exits, CHRW) 63.933824 2023-12-04 81.916734 0.0 2024-02-01 72.466420 0.0 604.194690 0.115365 Short Closed
2 2 (entries/exits, CHRW) 71.717437 2024-02-01 70.220924 0.0 2024-03-12 72.708401 0.0 178.395508 0.035424 Long Closed
3 3 (entries/exits, CHRW) 71.869162 2024-03-12 72.714080 0.0 2024-04-02 69.798020 0.0 209.574792 0.040103 Short Closed
4 4 (entries/exits, CHRW) 77.248330 2024-04-02 69.440168 0.0 2024-05-02 76.935754 0.0 579.021488 0.107943 Long Closed
5 5 (entries/exits, CHRW) 84.279220 2024-05-02 78.890185 0.0 2024-07-10 82.858660 0.0 -334.459914 -0.050304 Short Closed
6 6 (entries/exits, CHRW) 60.535993 2024-07-10 83.003140 0.0 2024-08-01 98.038069 0.0 910.154348 0.181137 Long Closed
7 7 (entries/exits, CHRW) 60.915934 2024-08-01 98.812383 0.0 2024-09-12 97.245133 0.0 95.470489 0.015861 Short Closed
8 8 (entries/exits, CHRW) 53.602569 2024-09-12 97.144792 0.0 2024-09-23 103.791844 0.0 356.299055 0.068424 Long Closed
9 9 (entries/exits, CHRW) 57.448616 2024-09-23 104.140037 0.0 2024-10-23 105.488073 0.0 -77.442778 -0.012944 Short Closed
10 10 (entries/exits, CHRW) 51.926201 2024-10-23 105.336795 0.0 2024-10-30 107.080676 0.0 90.553104 0.016555 Long Closed
11 11 (entries/exits, CHRW) 51.287880 2024-10-30 107.086006 0.0 2024-10-31 100.639748 0.0 330.614936 0.060197 Short Closed
12 12 (entries/exits, CHRW) 58.395010 2024-10-31 100.616168 0.0 2024-11-07 105.331880 0.0 275.374050 0.046868 Long Closed
13 13 (entries/exits, CHRW) 62.643688 2024-11-07 105.523245 0.0 2024-11-22 105.232139 0.0 18.235972 0.002759 Short Closed
14 14 (entries/exits, CHRW) 63.731518 2024-11-22 105.059760 0.0 2024-12-12 111.927282 0.0 437.677605 0.065368 Long Closed
15 15 (entries/exits, CHRW) 72.708953 2024-12-12 110.766177 0.0 2025-01-16 100.954426 0.0 713.402142 0.088581 Short Closed
16 16 (entries/exits, CHRW) 71.007100 2025-01-16 100.935459 0.0 2025-01-23 105.099918 0.0 295.706161 0.041259 Long Closed
17 17 (entries/exits, CHRW) 71.166482 2025-01-23 105.140725 0.0 2025-01-30 98.968504 0.0 439.255255 0.058704 Short Closed
18 18 (entries/exits, CHRW) 83.649543 2025-01-30 98.488612 0.0 2025-03-07 100.992892 0.0 209.481823 0.025427 Long Closed
19 19 (entries/exits, CHRW) 82.748133 2025-03-07 100.880136 0.0 2025-04-03 94.314753 0.0 543.273230 0.065081 Short Closed
20 20 (entries/exits, CHRW) 101.430117 2025-04-03 92.777733 0.0 2025-05-12 94.242852 0.0 148.607172 0.015792 Long Closed
21 21 (entries/exits, CHRW) 96.517596 2025-05-12 94.906598 0.0 2025-06-13 93.376434 0.0 147.687749 0.016123 Short Closed
22 22 (entries/exits, CHRW) 92.449791 2025-06-13 93.071901 0.0 2025-06-27 96.131779 0.0 282.885030 0.032876 Long Closed
23 23 (entries/exits, CHRW) 100.066680 2025-06-27 96.298861 0.0 2025-07-21 96.544386 0.0 -24.568907 -0.002550 Short Closed
24 24 (entries/exits, CHRW) 94.800635 2025-07-21 96.465158 0.0 2025-07-31 114.189580 0.0 1680.286411 0.183739 Long Closed
25 25 (entries/exits, CHRW) 91.213647 2025-07-31 115.250270 0.0 2025-09-11 128.993618 0.0 -1253.580879 -0.119248 Short Open
26 26 (entries/exits stock two, LNT) 145.148420 2023-10-13 46.312051 0.0 2023-12-04 48.034625 0.0 -250.028849 -0.037195 Short Closed
27 27 (entries/exits stock two, LNT) 130.546173 2023-12-04 48.241229 0.0 2024-02-01 47.435905 0.0 -105.132024 -0.016694 Long Closed
28 28 (entries/exits stock two, LNT) 148.457559 2024-02-01 47.060520 0.0 2024-03-12 46.294824 0.0 113.673361 0.016270 Short Closed
29 29 (entries/exits stock two, LNT) 137.232684 2024-03-12 46.343266 0.0 2024-04-02 47.470153 0.0 154.645769 0.024316 Long Closed
30 30 (entries/exits stock two, LNT) 145.957752 2024-04-02 47.365958 0.0 2024-05-02 48.568031 0.0 -175.451781 -0.025378 Short Closed
31 31 (entries/exits stock two, LNT) 145.515089 2024-05-02 48.745699 0.0 2024-07-10 49.767295 0.0 148.657718 0.020958 Long Closed
32 32 (entries/exits stock two, LNT) 132.968464 2024-07-10 49.995998 0.0 2024-08-01 54.479064 0.0 -596.106465 -0.089669 Short Closed
33 33 (entries/exits stock two, LNT) 126.926674 2024-08-01 54.823123 0.0 2024-09-12 56.925843 0.0 266.891328 0.038355 Long Closed
34 34 (entries/exits stock two, LNT) 122.435705 2024-09-12 57.043572 0.0 2024-09-23 58.394512 0.0 -165.403412 -0.023683 Short Closed
35 35 (entries/exits stock two, LNT) 123.794848 2024-09-23 58.409297 0.0 2024-10-23 59.838150 0.0 176.884528 0.024463 Long Closed
36 36 (entries/exits stock two, LNT) 123.242138 2024-10-23 59.813879 0.0 2024-10-30 57.389129 0.0 298.831316 0.040538 Short Closed
37 37 (entries/exits stock two, LNT) 124.087143 2024-10-30 57.366894 0.0 2024-10-31 58.537647 0.0 145.275454 0.020408 Long Closed
38 38 (entries/exits stock two, LNT) 139.505061 2024-10-31 58.299543 0.0 2024-11-07 54.881404 0.0 476.847680 0.058631 Short Closed
39 39 (entries/exits stock two, LNT) 143.229347 2024-11-07 54.890497 0.0 2024-11-22 61.587950 0.0 959.271778 0.122015 Long Closed
40 40 (entries/exits stock two, LNT) 149.484240 2024-11-22 61.624543 0.0 2024-12-12 59.047535 0.0 385.222133 0.041818 Short Closed
41 41 (entries/exits stock two, LNT) 164.977113 2024-12-12 58.804990 0.0 2025-01-16 58.531590 0.0 -45.104838 -0.004649 Long Closed
42 42 (entries/exits stock two, LNT) 164.820485 2025-01-16 58.560982 0.0 2025-01-23 57.283122 0.0 210.617532 0.021821 Short Closed
43 43 (entries/exits stock two, LNT) 168.179557 2025-01-23 57.259551 0.0 2025-01-30 57.898677 0.0 107.487923 0.011162 Long Closed
44 44 (entries/exits stock two, LNT) 185.370007 2025-01-30 58.235709 0.0 2025-03-07 61.491131 0.0 -603.457639 -0.055901 Short Closed
45 45 (entries/exits stock two, LNT) 163.179319 2025-03-07 61.494972 0.0 2025-04-03 63.726960 0.0 364.214258 0.036295 Long Closed
46 46 (entries/exits stock two, LNT) 196.781333 2025-04-03 62.989405 0.0 2025-05-12 59.292511 0.0 727.479749 0.058691 Short Closed
47 47 (entries/exits stock two, LNT) 190.557302 2025-05-12 59.160795 0.0 2025-06-13 60.639277 0.0 281.735553 0.024991 Long Closed
48 48 (entries/exits stock two, LNT) 188.284225 2025-06-13 60.565461 0.0 2025-06-27 59.895776 0.0 126.091152 0.011057 Short Closed
49 49 (entries/exits stock two, LNT) 189.634914 2025-06-27 59.918692 0.0 2025-07-21 63.926821 0.0 760.081249 0.066893 Long Closed
50 50 (entries/exits stock two, LNT) 189.436301 2025-07-21 64.052012 0.0 2025-07-31 64.979924 0.0 -175.780237 -0.014487 Short Closed
51 51 (entries/exits stock two, LNT) 197.724630 2025-07-31 65.018878 0.0 2025-09-11 64.749936 0.0 -53.176295 -0.004136 Long Open
group
Start 2022-12-22 00:00:00
End 2024-11-20 00:00:00
Period 481 days 00:00:00
Start Value 10000.0
End Value 16981.459215
Total Return [%] 69.814592
Max Gross Exposure [%] 2814.174644
Total Fees Paid 0.0
Max Drawdown [%] 8.702135
Max Drawdown Duration 79 days 00:00:00
Profit Factor 2.71779
Expectancy 14.435847
Sharpe Ratio 2.317834
Calmar Ratio 5.683199
Omega Ratio 1.433741
Sortino Ratio 4.182068
Skew 1.757072
Kurtosis 11.90079
Tail Ratio 1.216507
Common Sense Ratio 1.818143
Value at Risk -0.011924
Alpha 0.50015
Beta 0.034889
Position Id Column Size Entry Timestamp Avg Entry Price Entry Fees Exit Timestamp Avg Exit Price Exit Fees PnL Return Direction Status
0 0 (entries/exits, CHRW) 61.280579 2022-12-28 84.861491 0.0 2023-01-23 90.935806 0.0 372.237549 0.071579 Long Closed
1 1 (entries/exits, CHRW) 75.074626 2023-01-23 91.650416 0.0 2023-04-04 90.395954 0.0 94.178285 0.013687 Short Closed
2 2 (entries/exits, CHRW) 57.144870 2023-04-04 88.675721 0.0 2023-04-24 92.244852 0.0 203.957520 0.040249 Long Closed
3 3 (entries/exits, CHRW) 56.959634 2023-04-24 92.236431 0.0 2023-04-26 86.652214 0.0 318.074967 0.060542 Short Closed
4 4 (entries/exits, CHRW) 59.704708 2023-04-26 86.652214 0.0 2023-04-27 93.378288 0.0 401.578296 0.077621 Long Closed
5 5 (entries/exits, CHRW) 68.087298 2023-04-27 93.474004 0.0 2023-05-31 89.744286 0.0 253.946395 0.039901 Short Closed
6 6 (entries/exits, CHRW) 66.315702 2023-05-31 88.375300 0.0 2023-07-03 89.930618 0.0 103.142015 0.017599 Long Closed
7 7 (entries/exits, CHRW) 73.872580 2023-07-03 90.148634 0.0 2023-08-23 88.654603 0.0 110.367944 0.016573 Short Closed
8 8 (entries/exits, CHRW) 69.262886 2023-08-23 87.277062 0.0 2023-09-27 82.008996 0.0 -364.881457 -0.060360 Long Closed
9 9 (entries/exits, CHRW) 72.927313 2023-09-27 81.807971 0.0 2023-10-13 79.825522 0.0 144.574694 0.024233 Short Closed
10 10 (entries/exits, CHRW) 81.299212 2023-10-13 79.449528 0.0 2023-12-06 81.273637 0.0 148.298601 0.022959 Long Closed
11 11 (entries/exits, CHRW) 73.163000 2023-12-06 81.786885 0.0 2024-01-09 82.834706 0.0 -76.661743 -0.012812 Short Closed
12 12 (entries/exits, CHRW) 70.332459 2024-01-09 82.783348 0.0 2024-01-22 83.301506 0.0 36.443330 0.006259 Long Closed
13 13 (entries/exits, CHRW) 75.283275 2024-01-22 83.172165 0.0 2024-02-01 70.660978 0.0 941.883112 0.150425 Short Closed
14 14 (entries/exits, CHRW) 99.057394 2024-02-01 70.218557 0.0 2024-03-12 72.757339 0.0 251.485119 0.036155 Long Closed
15 15 (entries/exits, CHRW) 102.296987 2024-03-12 72.678039 0.0 2024-04-02 69.826155 0.0 291.739145 0.039240 Short Closed
16 16 (entries/exits, CHRW) 105.429369 2024-04-02 69.462778 0.0 2024-05-02 77.094504 0.0 804.608063 0.109868 Long Closed
17 17 (entries/exits, CHRW) 118.385202 2024-05-02 78.866774 0.0 2024-07-11 83.391114 0.0 -535.614950 -0.057367 Short Closed
18 18 (entries/exits, CHRW) 81.415923 2024-07-11 83.906873 0.0 2024-08-01 98.558116 0.0 1192.844462 0.174613 Long Closed
19 19 (entries/exits, CHRW) 85.000985 2024-08-01 98.815207 0.0 2024-09-11 97.756681 0.0 89.975746 0.010712 Short Closed
20 20 (entries/exits, CHRW) 76.794502 2024-09-11 97.736476 0.0 2024-09-19 101.193623 0.0 265.489845 0.035372 Long Closed
21 21 (entries/exits, CHRW) 86.449801 2024-09-19 101.725571 0.0 2024-10-23 105.465063 0.0 -323.278341 -0.036761 Short Closed
22 22 (entries/exits, CHRW) 76.389569 2024-10-23 105.334277 0.0 2024-10-30 107.083552 0.0 133.626416 0.016607 Long Closed
23 23 (entries/exits, CHRW) 75.497758 2024-10-30 107.086006 0.0 2024-10-31 100.639748 0.0 486.678067 0.060197 Short Closed
24 24 (entries/exits, CHRW) 82.643900 2024-10-31 100.630303 0.0 2024-11-06 103.903026 0.0 270.470602 0.032522 Long Closed
25 25 (entries/exits, CHRW) 85.491057 2024-11-06 104.067815 0.0 2024-11-20 106.558798 0.0 -212.956723 -0.023936 Short Open
26 26 (entries/exits stock two, O) 100.299516 2022-12-28 54.499959 0.0 2023-01-23 57.628605 0.0 -313.801661 -0.057406 Short Closed
27 27 (entries/exits stock two, O) 108.220723 2023-01-23 57.346916 0.0 2023-04-04 55.171632 0.0 -235.410832 -0.037932 Long Closed
28 28 (entries/exits stock two, O) 97.818870 2023-04-04 54.821022 0.0 2023-04-24 54.233470 0.0 57.473679 0.010718 Short Closed
29 29 (entries/exits stock two, O) 95.911645 2023-04-24 54.242231 0.0 2023-04-26 53.561417 0.0 -65.298015 -0.012551 Long Closed
30 30 (entries/exits stock two, O) 98.165185 2023-04-26 53.561417 0.0 2023-04-27 54.417561 0.0 -84.043529 -0.015984 Short Closed
31 31 (entries/exits stock two, O) 110.238436 2023-04-27 54.294003 0.0 2023-05-31 52.488964 0.0 -198.984735 -0.033246 Long Closed
32 32 (entries/exits stock two, O) 113.326006 2023-05-31 52.410541 0.0 2023-07-03 53.255914 0.0 -95.802765 -0.016130 Short Closed
33 33 (entries/exits stock two, O) 117.506956 2023-07-03 53.161344 0.0 2023-08-23 51.018035 0.0 -251.853766 -0.040317 Long Closed
34 34 (entries/exits stock two, O) 129.648546 2023-08-23 50.202863 0.0 2023-09-27 44.629355 0.0 722.597237 0.111020 Short Closed
35 35 (entries/exits stock two, O) 129.311663 2023-09-27 44.331134 0.0 2023-10-13 45.376403 0.0 135.165435 0.023579 Long Closed
36 36 (entries/exits stock two, O) 157.219212 2023-10-13 45.144785 0.0 2023-12-06 48.503646 0.0 -528.077428 -0.074402 Short Closed
37 37 (entries/exits stock two, O) 117.052057 2023-12-06 49.653197 0.0 2024-01-09 53.785700 0.0 483.717933 0.083227 Long Closed
38 38 (entries/exits stock two, O) 114.777812 2024-01-09 53.835271 0.0 2024-01-22 50.625405 0.0 368.421415 0.059624 Short Closed
39 39 (entries/exits stock two, O) 122.218803 2024-01-22 50.575094 0.0 2024-02-01 50.538797 0.0 -4.436146 -0.000718 Long Closed
40 40 (entries/exits stock two, O) 155.589008 2024-02-01 50.111164 0.0 2024-03-12 48.576489 0.0 238.778463 0.030625 Short Closed
41 41 (entries/exits stock two, O) 144.455164 2024-03-12 48.607452 0.0 2024-04-02 48.856433 0.0 35.966548 0.005122 Long Closed
42 42 (entries/exits stock two, O) 151.599697 2024-04-02 48.777719 0.0 2024-05-02 50.745921 0.0 -298.378870 -0.040350 Short Closed
43 43 (entries/exits stock two, O) 157.857276 2024-05-02 50.755181 0.0 2024-07-11 51.299074 0.0 85.857411 0.010716 Long Closed
44 44 (entries/exits stock two, O) 138.841225 2024-07-11 51.661320 0.0 2024-08-01 54.537160 0.0 -399.285099 -0.055667 Short Closed
45 45 (entries/exits stock two, O) 140.481623 2024-08-01 54.785639 0.0 2024-09-11 59.068184 0.0 601.618769 0.078169 Long Closed
46 46 (entries/exits stock two, O) 131.098801 2024-09-11 59.202098 0.0 2024-09-19 57.410559 0.0 234.868658 0.030261 Short Closed
47 47 (entries/exits stock two, O) 144.188777 2024-09-19 57.520526 0.0 2024-10-23 60.844312 0.0 479.252672 0.057784 Long Closed
48 48 (entries/exits stock two, O) 142.238267 2024-10-23 60.772711 0.0 2024-10-30 57.433834 0.0 474.916065 0.054940 Short Closed
49 49 (entries/exits stock two, O) 143.060675 2024-10-30 57.433834 0.0 2024-10-31 56.379745 0.0 -150.798626 -0.018353 Long Closed
50 50 (entries/exits stock two, O) 152.154955 2024-10-31 56.373619 0.0 2024-11-06 54.384739 0.0 302.617950 0.035280 Short Closed
51 51 (entries/exits stock two, O) 162.422317 2024-11-06 54.363075 0.0 2024-11-20 54.265622 0.0 -15.828508 -0.001793 Long Open
group
Start 2023-05-18 00:00:00
End 2025-04-17 00:00:00
Period 481 days 00:00:00
Start Value 10000.0
End Value 16222.740624
Total Return [%] 62.227406
Max Gross Exposure [%] 3323.899965
Total Fees Paid 0.0
Max Drawdown [%] 8.493258
Max Drawdown Duration 60 days 00:00:00
Profit Factor 2.820082
Expectancy 13.581757
Sharpe Ratio 2.218017
Calmar Ratio 5.22308
Omega Ratio 1.407981
Sortino Ratio 3.975752
Skew 1.531574
Kurtosis 9.229527
Tail Ratio 1.258305
Common Sense Ratio 1.816502
Value at Risk -0.011294
Alpha 0.454147
Beta 0.033586
Position Id Column Size Entry Timestamp Avg Entry Price Entry Fees Exit Timestamp Avg Exit Price Exit Fees PnL Return Direction Status
0 0 (entries/exits, CHRW) 54.973713 2023-05-31 88.356578 0.0 2023-07-03 89.917113 0.0 85.788386 0.017662 Long Closed
1 1 (entries/exits, CHRW) 60.092260 2023-07-03 90.149220 0.0 2023-08-23 88.638954 0.0 90.755312 0.016753 Short Closed
2 2 (entries/exits, CHRW) 57.395245 2023-08-23 87.217706 0.0 2023-09-27 82.020852 0.0 -298.274723 -0.059585 Long Closed
3 3 (entries/exits, CHRW) 60.175100 2023-09-27 81.809856 0.0 2023-10-13 79.823614 0.0 119.522355 0.024279 Short Closed
4 4 (entries/exits, CHRW) 68.120350 2023-10-13 79.423840 0.0 2023-12-06 81.226343 0.0 122.787126 0.022695 Long Closed
5 5 (entries/exits, CHRW) 60.001109 2023-12-06 81.792368 0.0 2024-01-09 82.837343 0.0 -62.699633 -0.012776 Short Closed
6 6 (entries/exits, CHRW) 58.199305 2024-01-09 82.779361 0.0 2024-01-22 83.300811 0.0 30.348039 0.006299 Long Closed
7 7 (entries/exits, CHRW) 62.009690 2024-01-22 83.180527 0.0 2024-02-01 70.648071 0.0 777.133726 0.150666 Short Closed
8 8 (entries/exits, CHRW) 82.095313 2024-02-01 70.212648 0.0 2024-03-12 72.736622 0.0 207.206492 0.035948 Long Closed
9 9 (entries/exits, CHRW) 83.404904 2024-03-12 72.686367 0.0 2024-04-02 69.814541 0.0 239.524387 0.039510 Short Closed
10 10 (entries/exits, CHRW) 87.082531 2024-04-02 69.446375 0.0 2024-05-02 76.999652 0.0 657.758507 0.108764 Long Closed
11 11 (entries/exits, CHRW) 95.239081 2024-05-02 78.847052 0.0 2024-07-11 83.399485 0.0 -433.569519 -0.057738 Short Closed
12 12 (entries/exits, CHRW) 66.442765 2024-07-11 83.913175 0.0 2024-08-01 98.487463 0.0 968.355996 0.173683 Long Closed
13 13 (entries/exits, CHRW) 68.158324 2024-08-01 98.820714 0.0 2024-09-11 97.748357 0.0 73.090066 0.010852 Short Closed
14 14 (entries/exits, CHRW) 62.060083 2024-09-11 97.736205 0.0 2024-09-19 101.190065 0.0 214.346849 0.035339 Long Closed
15 15 (entries/exits, CHRW) 69.593527 2024-09-19 101.714992 0.0 2024-10-23 105.458565 0.0 -260.528456 -0.036805 Short Closed
16 16 (entries/exits, CHRW) 62.261969 2024-10-23 105.332875 0.0 2024-10-30 107.083283 0.0 108.983861 0.016618 Long Closed
17 17 (entries/exits, CHRW) 61.454859 2024-10-30 107.086006 0.0 2024-10-31 100.639748 0.0 396.153912 0.060197 Short Closed
18 18 (entries/exits, CHRW) 67.040804 2024-10-31 100.629263 0.0 2024-11-06 103.898813 0.0 219.193302 0.032491 Long Closed
19 19 (entries/exits, CHRW) 86.414052 2024-11-06 104.073449 0.0 2025-01-16 102.232894 0.0 159.049848 0.017685 Short Closed
20 20 (entries/exits, CHRW) 68.662484 2025-01-16 100.927614 0.0 2025-01-23 105.096312 0.0 286.233189 0.041304 Long Closed
21 21 (entries/exits, CHRW) 68.200412 2025-01-23 105.145188 0.0 2025-01-30 98.956554 0.0 422.067389 0.058858 Short Closed
22 22 (entries/exits, CHRW) 84.324436 2025-01-30 98.411288 0.0 2025-03-21 98.836774 0.0 35.878856 0.004324 Long Closed
23 23 (entries/exits, CHRW) 72.632972 2025-03-21 98.833541 0.0 2025-04-03 93.965483 0.0 353.581487 0.049255 Short Closed
24 24 (entries/exits, CHRW) 87.800895 2025-04-03 93.146092 0.0 2025-04-17 90.168649 0.0 -261.422150 -0.031965 Long Open
25 25 (entries/exits stock two, O) 116.259363 2023-05-31 52.406191 0.0 2023-07-03 53.257347 0.0 -98.954778 -0.016242 Short Closed
26 26 (entries/exits stock two, O) 118.859670 2023-07-03 53.171936 0.0 2023-08-23 50.990811 0.0 -259.247776 -0.041020 Long Closed
27 27 (entries/exits stock two, O) 133.470462 2023-08-23 50.175675 0.0 2023-09-27 44.606868 0.0 743.271141 0.110986 Short Closed
28 28 (entries/exits stock two, O) 133.271453 2023-09-27 44.330213 0.0 2023-10-13 45.377555 0.0 139.580743 0.023626 Long Closed
29 29 (entries/exits stock two, O) 163.987423 2023-10-13 45.130260 0.0 2023-12-06 48.470740 0.0 -547.796786 -0.074019 Short Closed
30 30 (entries/exits stock two, O) 119.497461 2023-12-06 49.646956 0.0 2024-01-09 53.806713 0.0 497.080426 0.083787 Long Closed
31 31 (entries/exits stock two, O) 118.941283 2024-01-09 53.829530 0.0 2024-01-22 50.626148 0.0 381.014432 0.059510 Short Closed
32 32 (entries/exits stock two, O) 125.969337 2024-01-22 50.578203 0.0 2024-02-01 50.538776 0.0 -4.966620 -0.000780 Long Closed
33 33 (entries/exits stock two, O) 159.971218 2024-02-01 50.105957 0.0 2024-03-12 48.576909 0.0 244.603784 0.030516 Short Closed
34 34 (entries/exits stock two, O) 147.400058 2024-03-12 48.607864 0.0 2024-04-02 48.854127 0.0 36.299242 0.005066 Long Closed
35 35 (entries/exits stock two, O) 156.464529 2024-04-02 48.772122 0.0 2024-05-02 50.733512 0.0 -306.887976 -0.040215 Short Closed
36 36 (entries/exits stock two, O) 158.094158 2024-05-02 50.775458 0.0 2024-07-11 51.324641 0.0 86.822585 0.010816 Long Closed
37 37 (entries/exits stock two, O) 141.638750 2024-07-11 51.660119 0.0 2024-08-01 54.532256 0.0 -406.805819 -0.055597 Short Closed
38 38 (entries/exits stock two, O) 140.646688 2024-08-01 54.769073 0.0 2024-09-11 59.083224 0.0 606.771091 0.078770 Long Closed
39 39 (entries/exits stock two, O) 132.592718 2024-09-11 59.202256 0.0 2024-09-19 57.411698 0.0 237.414910 0.030245 Short Closed
40 40 (entries/exits stock two, O) 144.961607 2024-09-19 57.508455 0.0 2024-10-23 60.861211 0.0 486.020836 0.058300 Long Closed
41 41 (entries/exits stock two, O) 145.155674 2024-10-23 60.765667 0.0 2024-10-30 57.433834 0.0 483.634520 0.054831 Short Closed
42 42 (entries/exits stock two, O) 145.862233 2024-10-30 57.433834 0.0 2024-10-31 56.379745 0.0 -153.751716 -0.018353 Long Closed
43 43 (entries/exits stock two, O) 154.459613 2024-10-31 56.373673 0.0 2024-11-06 54.386335 0.0 306.963407 0.035253 Short Closed
44 44 (entries/exits stock two, O) 185.832392 2024-11-06 54.028315 0.0 2025-01-16 52.567534 0.0 -271.460421 -0.027037 Long Closed
45 45 (entries/exits stock two, O) 172.917754 2025-01-16 52.539834 0.0 2025-01-23 52.138458 0.0 69.405026 0.007639 Short Closed
46 46 (entries/exits stock two, O) 174.977763 2025-01-23 52.130402 0.0 2025-01-30 52.336655 0.0 36.089668 0.003956 Long Closed
47 47 (entries/exits stock two, O) 202.622671 2025-01-30 52.539667 0.0 2025-03-21 54.288210 0.0 -354.294619 -0.033280 Short Closed
48 48 (entries/exits stock two, O) 168.619855 2025-03-21 54.256372 0.0 2025-04-03 55.727349 0.0 248.036009 0.027112 Long Closed
49 49 (entries/exits stock two, O) 185.335466 2025-04-03 55.420475 0.0 2025-04-17 56.647252 0.0 -227.365291 -0.022136 Short Open
group
Start 2023-10-11 00:00:00
End 2025-09-11 00:00:00
Period 481 days 00:00:00
Start Value 10000.0
End Value 15045.760749
Total Return [%] 50.457607
Max Gross Exposure [%] 2709.567775
Total Fees Paid 0.0
Max Drawdown [%] 13.843054
Max Drawdown Duration 59 days 00:00:00
Profit Factor 2.701149
Expectancy 12.028917
Sharpe Ratio 1.651072
Calmar Ratio 2.625255
Omega Ratio 1.315136
Sortino Ratio 2.637801
Skew 0.0496
Kurtosis 20.556852
Tail Ratio 1.321413
Common Sense Ratio 1.801634
Value at Risk -0.011538
Alpha 0.354154
Beta 0.076131
Position Id Column Size Entry Timestamp Avg Entry Price Entry Fees Exit Timestamp Avg Exit Price Exit Fees PnL Return Direction Status
0 0 (entries/exits, CHRW) 70.098746 2023-10-13 79.442921 0.0 2023-12-06 81.261478 0.0 127.478538 0.022891 Long Closed
1 1 (entries/exits, CHRW) 62.726044 2023-12-06 81.788279 0.0 2024-01-09 82.835590 0.0 -65.693704 -0.012805 Short Closed
2 2 (entries/exits, CHRW) 60.449531 2024-01-09 82.782330 0.0 2024-01-22 83.301329 0.0 31.373223 0.006269 Long Closed
3 3 (entries/exits, CHRW) 64.628848 2024-01-22 83.174290 0.0 2024-02-01 70.657695 0.0 808.933101 0.150486 Short Closed
4 4 (entries/exits, CHRW) 85.172575 2024-02-01 70.217044 0.0 2024-03-12 72.752033 0.0 215.911543 0.036102 Long Closed
5 5 (entries/exits, CHRW) 87.592216 2024-03-12 72.680151 0.0 2024-04-02 69.823206 0.0 250.246212 0.039308 Short Closed
6 6 (entries/exits, CHRW) 90.574205 2024-04-02 69.458575 0.0 2024-05-02 77.070201 0.0 689.416941 0.109585 Long Closed
7 7 (entries/exits, CHRW) 101.024576 2024-05-02 78.861793 0.0 2024-07-11 83.393239 0.0 -457.787445 -0.057461 Short Closed
8 8 (entries/exits, CHRW) 69.730500 2024-07-11 83.908487 0.0 2024-08-01 98.540057 0.0 1020.266743 0.174375 Long Closed
9 9 (entries/exits, CHRW) 72.471522 2024-08-01 98.816612 0.0 2024-09-11 97.754513 0.0 76.971872 0.010748 Short Closed
10 10 (entries/exits, CHRW) 65.608842 2024-09-11 97.736407 0.0 2024-09-19 101.192716 0.0 226.764432 0.035364 Long Closed
11 11 (entries/exits, CHRW) 73.769904 2024-09-19 101.722762 0.0 2024-10-23 105.464077 0.0 -275.996434 -0.036780 Short Closed
12 12 (entries/exits, CHRW) 65.405129 2024-10-23 105.333918 0.0 2024-10-30 107.083484 0.0 114.430546 0.016610 Long Closed
13 13 (entries/exits, CHRW) 64.620073 2024-10-30 107.086006 0.0 2024-10-31 100.639748 0.0 416.557699 0.060197 Short Closed
14 14 (entries/exits, CHRW) 70.674776 2024-10-31 100.630038 0.0 2024-11-06 103.901952 0.0 231.241851 0.032514 Long Closed
15 15 (entries/exits, CHRW) 91.718812 2024-11-06 104.071132 0.0 2025-01-16 102.242563 0.0 167.714160 0.017570 Short Closed
16 16 (entries/exits, CHRW) 72.551930 2025-01-16 100.924671 0.0 2025-01-23 105.098158 0.0 302.794513 0.041352 Long Closed
17 17 (entries/exits, CHRW) 72.193187 2025-01-23 105.143291 0.0 2025-01-30 98.956599 0.0 446.637008 0.058841 Short Closed
18 18 (entries/exits, CHRW) 88.631218 2025-01-30 98.428317 0.0 2025-03-21 98.835860 0.0 36.121096 0.004141 Long Closed
19 19 (entries/exits, CHRW) 77.256214 2025-03-21 98.833429 0.0 2025-04-03 93.984963 0.0 374.574147 0.049057 Short Closed
20 20 (entries/exits, CHRW) 97.509041 2025-04-03 92.932090 0.0 2025-05-12 94.335622 0.0 136.857135 0.015103 Long Closed
21 21 (entries/exits, CHRW) 92.553862 2025-05-12 94.905774 0.0 2025-06-11 94.346188 0.0 51.791881 0.005896 Short Closed
22 22 (entries/exits, CHRW) 89.555255 2025-06-11 94.063339 0.0 2025-07-01 97.694796 0.0 325.215979 0.038606 Long Closed
23 23 (entries/exits, CHRW) 109.130435 2025-07-01 99.786400 0.0 2025-09-11 122.246558 0.0 -2451.086793 -0.225082 Short Open
24 24 (entries/exits stock two, O) 143.298020 2023-10-13 45.141074 0.0 2023-12-06 48.495242 0.0 -480.645698 -0.074304 Short Closed
25 25 (entries/exits stock two, O) 106.106324 2023-12-06 49.651620 0.0 2024-01-09 53.791029 0.0 439.217436 0.083369 Long Closed
26 26 (entries/exits stock two, O) 104.441645 2024-01-09 53.833806 0.0 2024-01-22 50.625594 0.0 335.070951 0.059595 Short Closed
27 27 (entries/exits stock two, O) 111.059717 2024-01-22 50.575883 0.0 2024-02-01 50.538792 0.0 -4.119377 -0.000733 Long Closed
28 28 (entries/exits stock two, O) 141.295470 2024-02-01 50.109833 0.0 2024-03-12 48.576596 0.0 216.639439 0.030598 Short Closed
29 29 (entries/exits stock two, O) 130.931520 2024-03-12 48.607558 0.0 2024-04-02 48.855848 0.0 32.509018 0.005108 Long Closed
30 30 (entries/exits stock two, O) 137.800660 2024-04-02 48.776289 0.0 2024-05-02 50.742850 0.0 -270.993383 -0.040318 Short Closed
31 31 (entries/exits stock two, O) 142.404044 2024-05-02 50.760286 0.0 2024-07-11 51.305517 0.0 77.643167 0.010741 Long Closed
32 32 (entries/exits stock two, O) 125.837153 2024-07-11 51.661014 0.0 2024-08-01 54.535910 0.0 -361.768702 -0.055649 Short Closed
33 33 (entries/exits stock two, O) 126.718245 2024-08-01 54.781450 0.0 2024-09-11 59.071996 0.0 543.690447 0.078321 Long Closed
34 34 (entries/exits stock two, O) 118.560449 2024-09-11 59.202138 0.0 2024-09-19 57.410849 0.0 212.376073 0.030257 Short Closed
35 35 (entries/exits stock two, O) 130.201052 2024-09-19 57.517478 0.0 2024-10-23 60.848591 0.0 433.714434 0.057915 Long Closed
36 36 (entries/exits stock two, O) 128.929255 2024-10-23 60.770914 0.0 2024-10-30 57.433834 0.0 430.247229 0.054912 Short Closed
37 37 (entries/exits stock two, O) 129.644680 2024-10-30 57.433834 0.0 2024-10-31 56.379745 0.0 -136.656978 -0.018353 Long Closed
38 38 (entries/exits stock two, O) 137.721047 2024-10-31 56.373651 0.0 2024-11-06 54.384988 0.0 273.880865 0.035276 Short Closed
39 39 (entries/exits stock two, O) 167.717094 2024-11-06 53.999703 0.0 2025-01-16 52.567741 0.0 -240.164603 -0.026518 Long Closed
40 40 (entries/exits stock two, O) 154.446699 2025-01-16 52.540410 0.0 2025-01-23 52.137204 0.0 62.273825 0.007674 Short Closed
41 41 (entries/exits stock two, O) 156.879393 2025-01-23 52.130667 0.0 2025-01-30 52.339073 0.0 32.694568 0.003998 Long Closed
42 42 (entries/exits stock two, O) 181.032818 2025-01-30 52.529801 0.0 2025-03-21 54.280359 0.0 -316.908487 -0.033325 Short Closed
43 43 (entries/exits stock two, O) 151.715836 2025-03-21 54.256810 0.0 2025-04-03 55.726621 0.0 222.993498 0.027090 Long Closed
44 44 (entries/exits stock two, O) 179.299451 2025-04-03 55.472765 0.0 2025-05-12 54.939992 0.0 95.525899 0.009604 Short Closed
45 45 (entries/exits stock two, O) 164.002337 2025-05-12 54.875773 0.0 2025-06-11 56.830750 0.0 320.620919 0.035626 Long Closed
46 46 (entries/exits stock two, O) 163.390507 2025-06-11 56.923596 0.0 2025-07-01 57.253671 0.0 -53.931180 -0.005799 Short Closed
47 47 (entries/exits stock two, O) 170.710611 2025-07-01 57.205413 0.0 2025-09-11 59.437946 0.0 381.117142 0.039027 Long Open
group
Start 2022-12-22 00:00:00
End 2024-11-20 00:00:00
Period 481 days 00:00:00
Start Value 10000.0
End Value 13942.191819
Total Return [%] 39.421918
Max Gross Exposure [%] 118.311003
Total Fees Paid 0.0
Max Drawdown [%] 15.120957
Max Drawdown Duration 143 days 00:00:00
Profit Factor 1.959821
Expectancy 6.466067
Sharpe Ratio 1.442967
Calmar Ratio 1.896951
Omega Ratio 1.227033
Sortino Ratio 2.114982
Skew -0.223657
Kurtosis 2.89316
Tail Ratio 0.928641
Common Sense Ratio 1.19501
Value at Risk -0.016286
Alpha 0.277966
Beta 0.069073
Position Id Column Size Entry Timestamp Avg Entry Price Entry Fees Exit Timestamp Avg Exit Price Exit Fees PnL Return Direction Status
0 0 (entries/exits, CL) 134.739820 2023-01-09 73.795572 0.0 2023-02-17 70.302690 0.0 -470.630321 -0.047332 Long Closed
1 1 (entries/exits, CL) 155.984481 2023-02-17 70.033404 0.0 2023-03-16 68.828637 0.0 187.924972 0.017203 Short Closed
2 2 (entries/exits, CL) 140.150797 2023-03-16 68.819835 0.0 2023-03-28 70.282119 0.0 204.940305 0.021248 Long Closed
3 3 (entries/exits, CL) 140.266284 2023-03-28 70.282599 0.0 2023-03-30 70.990173 0.0 -99.248786 -0.010068 Short Closed
4 4 (entries/exits, CL) 137.462839 2023-03-30 70.990119 0.0 2023-04-12 71.744781 0.0 103.737990 0.010631 Long Closed
5 5 (entries/exits, CL) 147.671069 2023-04-12 71.841459 0.0 2023-05-15 76.516781 0.0 -690.409834 -0.065078 Short Closed
6 6 (entries/exits, CL) 119.603598 2023-05-15 76.968766 0.0 2023-07-07 71.769448 0.0 -621.857224 -0.067551 Long Closed
7 7 (entries/exits, CL) 121.560708 2023-07-07 71.761730 0.0 2023-07-17 71.776201 0.0 -1.759162 -0.000202 Short Closed
8 8 (entries/exits, CL) 119.364059 2023-07-17 71.757345 0.0 2023-07-20 73.567421 0.0 216.058021 0.025225 Long Closed
9 9 (entries/exits, CL) 122.003159 2023-07-20 73.569669 0.0 2023-07-28 72.294312 0.0 155.597649 0.017335 Short Closed
10 10 (entries/exits, CL) 124.099414 2023-07-28 72.247088 0.0 2023-09-15 69.909980 0.0 -290.033842 -0.032349 Long Closed
11 11 (entries/exits, CL) 143.959433 2023-09-15 69.648185 0.0 2023-10-10 66.522485 0.0 449.974008 0.044878 Short Closed
12 12 (entries/exits, CL) 137.716498 2023-10-10 66.411980 0.0 2024-01-05 76.896613 0.0 1443.906958 0.157873 Long Closed
13 13 (entries/exits, CL) 139.968745 2024-01-05 76.930315 0.0 2024-01-19 77.762313 0.0 -116.453766 -0.010815 Short Closed
14 14 (entries/exits, CL) 134.460168 2024-01-19 77.780064 0.0 2024-04-04 84.550857 0.0 910.401875 0.087050 Long Closed
15 15 (entries/exits, CL) 140.340126 2024-04-04 84.516612 0.0 2024-04-29 87.800944 0.0 -460.923572 -0.038860 Short Closed
16 16 (entries/exits, CL) 123.815145 2024-04-29 88.065398 0.0 2024-07-17 96.693547 0.0 1068.295540 0.097974 Long Closed
17 17 (entries/exits, CL) 143.382919 2024-07-17 96.802864 0.0 2024-08-15 99.164704 0.0 -338.647487 -0.024398 Short Closed
18 18 (entries/exits, CL) 117.032792 2024-08-15 99.219622 0.0 2024-09-04 106.379099 0.0 837.893551 0.072158 Long Closed
19 19 (entries/exits, CL) 133.423061 2024-09-04 105.907433 0.0 2024-09-26 100.817297 0.0 679.141510 0.048062 Short Closed
20 20 (entries/exits, CL) 130.304742 2024-09-26 100.795931 0.0 2024-10-15 99.320081 0.0 -192.310225 -0.014642 Long Closed
21 21 (entries/exits, CL) 178.105941 2024-10-15 97.441930 0.0 2024-11-20 92.349409 0.0 907.008242 0.052262 Short Open
22 22 (entries/exits stock two, KLAC) 0.257559 2023-01-09 395.748967 0.0 2023-02-17 383.961553 0.0 3.035950 0.029785 Short Closed
23 23 (entries/exits stock two, KLAC) 0.254228 2023-02-17 376.433844 0.0 2023-03-16 379.615349 0.0 0.808829 0.008452 Long Closed
24 24 (entries/exits stock two, KLAC) 0.231417 2023-03-16 379.430943 0.0 2023-03-28 362.449276 0.0 3.929843 0.044756 Short Closed
25 25 (entries/exits stock two, KLAC) 0.228589 2023-03-28 362.023010 0.0 2023-03-30 386.054491 0.0 5.493343 0.066381 Long Closed
26 26 (entries/exits stock two, KLAC) 0.232922 2023-03-30 385.072122 0.0 2023-04-12 361.744458 0.0 5.433528 0.060580 Short Closed
27 27 (entries/exits stock two, KLAC) 0.266128 2023-04-12 360.714453 0.0 2023-05-15 390.109368 0.0 7.822796 0.081491 Long Closed
28 28 (entries/exits stock two, KLAC) 0.231537 2023-05-15 403.957144 0.0 2023-07-07 444.870583 0.0 -9.472966 -0.101282 Short Closed
29 29 (entries/exits stock two, KLAC) 0.164985 2023-07-07 446.371796 0.0 2023-07-17 478.752546 0.0 5.342329 0.072542 Long Closed
30 30 (entries/exits stock two, KLAC) 0.157965 2023-07-17 479.333401 0.0 2023-07-20 440.679352 0.0 6.105972 0.080641 Short Closed
31 31 (entries/exits stock two, KLAC) 0.170116 2023-07-20 440.795962 0.0 2023-07-28 497.120936 0.0 9.581783 0.127780 Long Closed
32 32 (entries/exits stock two, KLAC) 0.191896 2023-07-28 495.754578 0.0 2023-09-15 453.832794 0.0 8.044617 0.084562 Short Closed
33 33 (entries/exits stock two, KLAC) 0.182494 2023-09-15 445.629635 0.0 2023-10-10 464.373254 0.0 3.420596 0.042061 Long Closed
34 34 (entries/exits stock two, KLAC) 0.248675 2023-10-10 480.391239 0.0 2024-01-05 529.912977 0.0 -12.314800 -0.103086 Short Closed
35 35 (entries/exits stock two, KLAC) 0.166892 2024-01-05 535.959664 0.0 2024-01-19 599.855546 0.0 10.663684 0.119218 Long Closed
36 36 (entries/exits stock two, KLAC) 0.210921 2024-01-19 615.408921 0.0 2024-04-04 662.184594 0.0 -9.865993 -0.076007 Short Closed
37 37 (entries/exits stock two, KLAC) 0.163244 2024-04-04 662.574989 0.0 2024-04-29 697.630558 0.0 5.722599 0.052908 Long Closed
38 38 (entries/exits stock two, KLAC) 0.182258 2024-04-29 719.563807 0.0 2024-07-17 776.118267 0.0 -10.307489 -0.078595 Short Closed
39 39 (entries/exits stock two, KLAC) 0.172145 2024-07-17 762.811198 0.0 2024-08-15 812.658382 0.0 8.580937 0.065347 Long Closed
40 40 (entries/exits stock two, KLAC) 0.150064 2024-08-15 815.171069 0.0 2024-09-04 742.423211 0.0 10.916826 0.089242 Short Closed
41 41 (entries/exits stock two, KLAC) 0.162756 2024-09-04 735.422728 0.0 2024-09-26 791.414339 0.0 9.112977 0.076135 Long Closed
42 42 (entries/exits stock two, KLAC) 0.149634 2024-09-26 794.800430 0.0 2024-10-15 711.576545 0.0 12.453152 0.104710 Short Closed
43 43 (entries/exits stock two, KLAC) 0.216853 2024-10-15 687.759233 0.0 2024-11-20 618.942549 0.0 -14.923095 -0.100059 Long Open
group
Start 2023-05-18 00:00:00
End 2025-04-17 00:00:00
Period 481 days 00:00:00
Start Value 10000.0
End Value 16232.104726
Total Return [%] 62.321047
Max Gross Exposure [%] 112.442066
Total Fees Paid 0.0
Max Drawdown [%] 7.814698
Max Drawdown Duration 57 days 00:00:00
Profit Factor 4.515497
Expectancy 13.697304
Sharpe Ratio 1.88672
Calmar Ratio 5.684698
Omega Ratio 1.312553
Sortino Ratio 2.853778
Skew -0.003077
Kurtosis 2.560642
Tail Ratio 1.021654
Common Sense Ratio 1.475515
Value at Risk -0.016907
Alpha 0.481379
Beta -0.019244
Position Id Column Size Entry Timestamp Avg Entry Price Entry Fees Exit Timestamp Avg Exit Price Exit Fees PnL Return Direction Status
0 0 (entries/exits, CL) 137.169576 2023-05-25 72.393083 0.0 2023-07-07 71.767967 0.0 -85.746903 -0.008635 Long Closed
1 1 (entries/exits, CL) 139.510456 2023-07-07 71.761730 0.0 2023-07-17 71.776194 0.0 -2.017952 -0.000202 Short Closed
2 2 (entries/exits, CL) 136.995056 2023-07-17 71.757353 0.0 2023-07-20 73.567421 0.0 247.970330 0.025225 Long Closed
3 3 (entries/exits, CL) 140.027474 2023-07-20 73.569671 0.0 2023-07-28 72.294296 0.0 178.587532 0.017336 Short Closed
4 4 (entries/exits, CL) 142.449566 2023-07-28 72.247010 0.0 2023-09-15 69.910056 0.0 -332.898093 -0.032347 Long Closed
5 5 (entries/exits, CL) 165.234102 2023-09-15 69.648242 0.0 2023-10-10 66.522451 0.0 516.487190 0.044880 Short Closed
6 6 (entries/exits, CL) 158.092764 2023-10-10 66.412812 0.0 2024-01-05 76.895668 0.0 1657.263730 0.157844 Long Closed
7 7 (entries/exits, CL) 160.644877 2024-01-05 76.930328 0.0 2024-01-19 77.762320 0.0 -133.655289 -0.010815 Short Closed
8 8 (entries/exits, CL) 154.342413 2024-01-19 77.780677 0.0 2024-04-04 84.550590 0.0 1044.884666 0.087038 Long Closed
9 9 (entries/exits, CL) 161.063693 2024-04-04 84.516626 0.0 2024-04-29 87.800929 0.0 -528.981943 -0.038860 Short Closed
10 10 (entries/exits, CL) 142.121031 2024-04-29 88.065860 0.0 2024-07-17 96.692648 0.0 1226.047986 0.097958 Long Closed
11 11 (entries/exits, CL) 164.556192 2024-07-17 96.802823 0.0 2024-08-15 99.164589 0.0 -388.643128 -0.024398 Short Closed
12 12 (entries/exits, CL) 134.324493 2024-08-15 99.219890 0.0 2024-09-04 106.378961 0.0 961.638487 0.072154 Long Closed
13 13 (entries/exits, CL) 153.129405 2024-09-04 105.907365 0.0 2024-09-26 100.817312 0.0 779.436867 0.048061 Short Closed
14 14 (entries/exits, CL) 149.559339 2024-09-26 100.795855 0.0 2024-10-15 99.320048 0.0 -220.720779 -0.014642 Long Closed
15 15 (entries/exits, CL) 242.010439 2024-10-15 96.498819 0.0 2025-01-03 89.598125 0.0 1670.040086 0.071511 Short Closed
16 16 (entries/exits, CL) 186.569259 2025-01-03 88.607444 0.0 2025-02-25 91.217019 0.0 486.866549 0.029451 Long Closed
17 17 (entries/exits, CL) 279.339377 2025-02-25 90.855243 0.0 2025-04-17 93.976398 0.0 -871.861339 -0.034353 Short Open
18 18 (entries/exits stock two, KLAC) 0.243204 2023-05-25 429.634059 0.0 2023-07-07 448.730579 0.0 -4.644351 -0.044448 Short Closed
19 19 (entries/exits stock two, KLAC) 0.197426 2023-07-07 446.371769 0.0 2023-07-17 478.753016 0.0 6.392911 0.072543 Long Closed
20 20 (entries/exits stock two, KLAC) 0.189034 2023-07-17 479.333250 0.0 2023-07-20 440.679352 0.0 7.306913 0.080641 Short Closed
21 21 (entries/exits stock two, KLAC) 0.203577 2023-07-20 440.795923 0.0 2023-07-28 497.122034 0.0 11.466690 0.127783 Long Closed
22 22 (entries/exits stock two, KLAC) 0.229663 2023-07-28 495.753364 0.0 2023-09-15 453.833587 0.0 9.627424 0.084558 Short Closed
23 23 (entries/exits stock two, KLAC) 0.218402 2023-09-15 445.629729 0.0 2023-10-10 464.373619 0.0 4.093697 0.042062 Long Closed
24 24 (entries/exits stock two, KLAC) 0.297616 2023-10-10 480.390874 0.0 2024-01-05 529.911347 0.0 -14.738083 -0.103084 Short Closed
25 25 (entries/exits stock two, KLAC) 0.199715 2024-01-05 535.959623 0.0 2024-01-19 599.856787 0.0 12.761229 0.119220 Long Closed
26 26 (entries/exits stock two, KLAC) 0.252425 2024-01-19 615.410570 0.0 2024-04-04 662.185022 0.0 -11.807030 -0.076005 Short Closed
27 27 (entries/exits stock two, KLAC) 0.195338 2024-04-04 662.575375 0.0 2024-04-29 697.632722 0.0 6.848031 0.052911 Long Closed
28 28 (entries/exits stock two, KLAC) 0.218115 2024-04-29 719.564375 0.0 2024-07-17 776.118277 0.0 -12.335259 -0.078595 Short Closed
29 29 (entries/exits stock two, KLAC) 0.205973 2024-07-17 762.813897 0.0 2024-08-15 812.662798 0.0 10.267537 0.065349 Long Closed
30 30 (entries/exits stock two, KLAC) 0.179585 2024-08-15 815.168483 0.0 2024-09-04 742.425378 0.0 13.063564 0.089237 Short Closed
31 31 (entries/exits stock two, KLAC) 0.194758 2024-09-04 735.423539 0.0 2024-09-26 791.416121 0.0 10.904988 0.076137 Long Closed
32 32 (entries/exits stock two, KLAC) 0.179069 2024-09-26 794.799542 0.0 2024-10-15 711.578493 0.0 14.902322 0.104707 Short Closed
33 33 (entries/exits stock two, KLAC) 0.300044 2024-10-15 680.723055 0.0 2025-01-03 652.413966 0.0 -8.493986 -0.041587 Long Closed
34 34 (entries/exits stock two, KLAC) 0.271932 2025-01-03 665.921416 0.0 2025-02-25 722.289721 0.0 -15.328334 -0.084647 Short Closed
35 35 (entries/exits stock two, KLAC) 0.343022 2025-02-25 691.065455 0.0 2025-04-17 653.512360 0.0 -12.881534 -0.054341 Long Open
group
Start 2023-10-11 00:00:00
End 2025-09-11 00:00:00
Period 481 days 00:00:00
Start Value 10000.0
End Value 16329.945135
Total Return [%] 63.299451
Max Gross Exposure [%] 112.512447
Total Fees Paid 0.0
Max Drawdown [%] 8.051095
Max Drawdown Duration 57 days 00:00:00
Profit Factor 5.27837
Expectancy 12.392144
Sharpe Ratio 1.872731
Calmar Ratio 5.599773
Omega Ratio 1.314931
Sortino Ratio 2.838072
Skew 0.00596
Kurtosis 2.353282
Tail Ratio 1.080142
Common Sense Ratio 1.567117
Value at Risk -0.017006
Alpha 0.491587
Beta -0.015952
Position Id Column Size Entry Timestamp Avg Entry Price Entry Fees Exit Timestamp Avg Exit Price Exit Fees PnL Return Direction Status
0 0 (entries/exits, CL) 137.537138 2023-11-03 71.965948 0.0 2024-01-05 76.904202 0.0 679.193286 0.068619 Long Closed
1 1 (entries/exits, CL) 139.805216 2024-01-05 76.930508 0.0 2024-01-19 77.762416 0.0 -116.305018 -0.010814 Short Closed
2 2 (entries/exits, CL) 134.558383 2024-01-19 77.789107 0.0 2024-04-04 84.546914 0.0 909.319525 0.086873 Long Closed
3 3 (entries/exits, CL) 140.080540 2024-04-04 84.516818 0.0 2024-04-29 87.800718 0.0 -460.010417 -0.038855 Short Closed
4 4 (entries/exits, CL) 123.875707 2024-04-29 88.072210 0.0 2024-07-17 96.680265 0.0 1066.328910 0.097739 Long Closed
5 5 (entries/exits, CL) 143.122573 2024-07-17 96.802262 0.0 2024-08-15 99.163001 0.0 -337.875163 -0.024387 Short Closed
6 6 (entries/exits, CL) 116.942956 2024-08-15 99.223582 0.0 2024-09-04 106.377051 0.0 836.547871 0.072094 Long Closed
7 7 (entries/exits, CL) 133.230108 2024-09-04 105.906435 0.0 2024-09-26 100.817517 0.0 677.997096 0.048051 Short Closed
8 8 (entries/exits, CL) 130.229887 2024-09-26 100.794811 0.0 2024-10-15 99.319588 0.0 -192.118132 -0.014636 Long Closed
9 9 (entries/exits, CL) 210.425449 2024-10-15 96.504905 0.0 2025-01-03 89.596410 0.0 1453.723075 0.071587 Short Closed
10 10 (entries/exits, CL) 162.493536 2025-01-03 88.604998 0.0 2025-02-25 91.209983 0.0 423.293205 0.029400 Long Closed
11 11 (entries/exits, CL) 275.658807 2025-02-25 90.904375 0.0 2025-05-12 90.174423 0.0 201.217532 0.008030 Short Closed
12 12 (entries/exits, CL) 169.486616 2025-05-12 88.610834 0.0 2025-07-22 88.708823 0.0 16.607764 0.001106 Long Closed
13 13 (entries/exits, CL) 194.908732 2025-07-22 88.232236 0.0 2025-08-12 84.978566 0.0 634.168587 0.036876 Short Closed
14 14 (entries/exits, CL) 183.416663 2025-08-12 84.970000 0.0 2025-08-15 85.070000 0.0 18.341548 0.001177 Long Closed
15 15 (entries/exits, CL) 208.486183 2025-08-15 84.949562 0.0 2025-09-10 83.404859 0.0 322.049103 0.018184 Short Closed
16 16 (entries/exits, CL) 191.724520 2025-09-10 83.199997 0.0 2025-09-11 84.059998 0.0 164.883204 0.010337 Long Open
17 17 (entries/exits stock two, KLAC) 0.356810 2023-11-03 502.402945 0.0 2024-01-05 537.986388 0.0 -12.696528 -0.070827 Short Closed
18 18 (entries/exits stock two, KLAC) 0.272376 2024-01-05 535.959057 0.0 2024-01-19 599.873901 0.0 17.408878 0.119253 Long Closed
19 19 (entries/exits stock two, KLAC) 0.344642 2024-01-19 615.433267 0.0 2024-04-04 662.190909 0.0 -16.114625 -0.075975 Short Closed
20 20 (entries/exits stock two, KLAC) 0.266185 2024-04-04 662.580704 0.0 2024-04-29 697.662583 0.0 9.338278 0.052947 Long Closed
21 21 (entries/exits stock two, KLAC) 0.297689 2024-04-29 719.572154 0.0 2024-07-17 776.118370 0.0 -16.833174 -0.078583 Short Closed
22 22 (entries/exits stock two, KLAC) 0.280376 2024-07-17 762.851176 0.0 2024-08-15 812.723769 0.0 13.983098 0.065377 Long Closed
23 23 (entries/exits stock two, KLAC) 0.245055 2024-08-15 815.132843 0.0 2024-09-04 742.455257 0.0 17.810004 0.089160 Short Closed
24 24 (entries/exits stock two, KLAC) 0.265453 2024-09-04 735.434738 0.0 2024-09-26 791.440715 0.0 14.866951 0.076154 Long Closed
25 25 (entries/exits stock two, KLAC) 0.244318 2024-09-26 794.787301 0.0 2024-10-15 711.605364 0.0 20.322864 0.104659 Short Closed
26 26 (entries/exits stock two, KLAC) 0.408686 2024-10-15 680.792874 0.0 2025-01-03 652.415114 0.0 -11.597605 -0.041683 Long Closed
27 27 (entries/exits stock two, KLAC) 0.370904 2025-01-03 665.925330 0.0 2025-02-25 722.299320 0.0 -20.909327 -0.084655 Short Closed
28 28 (entries/exits stock two, KLAC) 0.510822 2025-02-25 689.193168 0.0 2025-05-12 728.450429 0.0 20.053463 0.056961 Long Closed
29 29 (entries/exits stock two, KLAC) 0.345731 2025-05-12 770.121738 0.0 2025-07-22 873.705727 0.0 -35.812171 -0.134503 Short Closed
30 30 (entries/exits stock two, KLAC) 0.262403 2025-07-22 889.427545 0.0 2025-08-12 930.658515 0.0 10.819124 0.046357 Long Closed
31 31 (entries/exits stock two, KLAC) 0.229550 2025-08-12 933.509221 0.0 2025-08-15 875.085861 0.0 13.411092 0.062585 Short Closed
32 32 (entries/exits stock two, KLAC) 0.267156 2025-08-15 872.486721 0.0 2025-09-10 927.862767 0.0 14.794036 0.063469 Long Closed
33 33 (entries/exits stock two, KLAC) 0.234942 2025-09-10 932.630005 0.0 2025-09-11 959.280029 0.0 -6.261199 -0.028575 Short Open
group
Start 2022-12-22 00:00:00
End 2024-11-20 00:00:00
Period 481 days 00:00:00
Start Value 10000.0
End Value 13643.205106
Total Return [%] 36.432051
Max Gross Exposure [%] 155.36251
Total Fees Paid 0.0
Max Drawdown [%] 15.722399
Max Drawdown Duration 212 days 00:00:00
Profit Factor 1.886375
Expectancy 6.30938
Sharpe Ratio 1.44186
Calmar Ratio 1.690847
Omega Ratio 1.239853
Sortino Ratio 2.134681
Skew -0.330409
Kurtosis 4.853518
Tail Ratio 1.188443
Common Sense Ratio 1.504381
Value at Risk -0.012987
Alpha 0.310081
Beta -0.054514
Position Id Column Size Entry Timestamp Avg Entry Price Entry Fees Exit Timestamp Avg Exit Price Exit Fees PnL Return Direction Status
0 0 (entries/exits, CSGP) 51.729233 2023-01-05 74.901182 0.0 2023-01-12 80.215516 0.0 274.906443 0.070951 Long Closed
1 1 (entries/exits, CSGP) 59.046599 2023-01-12 79.779653 0.0 2023-02-14 77.065365 0.0 160.269491 0.034022 Short Closed
2 2 (entries/exits, CSGP) 66.628371 2023-02-14 75.104687 0.0 2023-04-26 71.480954 0.0 -241.443434 -0.048249 Long Closed
3 3 (entries/exits, CSGP) 65.722586 2023-04-26 73.909613 0.0 2023-07-26 83.224647 0.0 -612.208124 -0.126033 Short Closed
4 4 (entries/exits, CSGP) 48.564957 2023-07-26 83.865444 0.0 2023-08-30 82.498856 0.0 -66.368310 -0.016295 Long Closed
5 5 (entries/exits, CSGP) 47.992448 2023-08-30 82.527575 0.0 2023-09-15 79.215048 0.0 158.976286 0.040138 Short Closed
6 6 (entries/exits, CSGP) 53.523959 2023-09-15 78.890600 0.0 2023-10-05 79.442571 0.0 29.543675 0.006997 Long Closed
7 7 (entries/exits, CSGP) 56.537885 2023-10-05 79.487160 0.0 2023-10-19 74.172033 0.0 300.506050 0.066868 Short Closed
8 8 (entries/exits, CSGP) 63.621286 2023-10-19 73.870893 0.0 2023-11-10 79.134284 0.0 334.863730 0.071251 Long Closed
9 9 (entries/exits, CSGP) 78.924434 2023-11-10 80.703963 0.0 2024-02-16 82.666058 0.0 -154.857230 -0.024312 Short Closed
10 10 (entries/exits, CSGP) 52.428560 2024-02-16 81.448104 0.0 2024-02-28 86.196017 0.0 248.926272 0.058294 Long Closed
11 11 (entries/exits, CSGP) 60.779975 2024-02-28 87.353085 0.0 2024-04-12 91.158373 0.0 -231.285306 -0.043562 Short Closed
12 12 (entries/exits, CSGP) 63.820707 2024-04-12 87.793878 0.0 2024-07-12 77.206912 0.0 -675.667639 -0.120589 Long Closed
13 13 (entries/exits, CSGP) 57.906375 2024-07-12 75.847808 0.0 2024-08-02 75.405144 0.0 25.633052 0.005836 Short Closed
14 14 (entries/exits, CSGP) 59.556703 2024-08-02 75.097877 0.0 2024-08-26 77.617782 0.0 150.077236 0.033555 Long Closed
15 15 (entries/exits, CSGP) 61.513440 2024-08-26 77.790825 0.0 2024-09-17 75.925745 0.0 114.727518 0.023976 Short Closed
16 16 (entries/exits, CSGP) 64.256190 2024-09-17 75.618018 0.0 2024-10-17 78.146005 0.0 162.438779 0.033431 Long Closed
17 17 (entries/exits, CSGP) 59.195915 2024-10-17 78.291788 0.0 2024-10-23 72.903357 0.0 318.973139 0.068825 Short Closed
18 18 (entries/exits, CSGP) 67.137000 2024-10-23 72.840769 0.0 2024-11-07 76.228765 0.0 227.459866 0.046512 Long Closed
19 19 (entries/exits, CSGP) 67.105027 2024-11-07 76.266805 0.0 2024-11-15 71.357222 0.0 329.457705 0.064374 Short Closed
20 20 (entries/exits, CSGP) 72.672705 2024-11-15 71.260393 0.0 2024-11-20 76.214142 0.0 360.002385 0.069516 Long Open
21 21 (entries/exits stock two, EXC) 161.973325 2023-01-05 38.599274 0.0 2023-01-12 39.143058 0.0 -88.078526 -0.014088 Short Closed
22 22 (entries/exits stock two, EXC) 175.884995 2023-01-12 38.957599 0.0 2023-02-14 37.886440 0.0 -188.400860 -0.027496 Long Closed
23 23 (entries/exits stock two, EXC) 211.555162 2023-02-14 37.731835 0.0 2023-04-26 38.643659 0.0 -192.901249 -0.024166 Short Closed
24 24 (entries/exits stock two, EXC) 172.375045 2023-04-26 38.756498 0.0 2023-07-26 39.251070 0.0 85.251787 0.012761 Long Closed
25 25 (entries/exits stock two, EXC) 166.751137 2023-07-26 39.310898 0.0 2023-08-30 37.396191 0.0 319.279423 0.048707 Short Closed
26 26 (entries/exits stock two, EXC) 157.345389 2023-08-30 37.415650 0.0 2023-09-15 38.539739 0.0 176.870174 0.030043 Long Closed
27 27 (entries/exits stock two, EXC) 188.867155 2023-09-15 38.059367 0.0 2023-10-05 34.631418 0.0 647.426875 0.090068 Short Closed
28 28 (entries/exits stock two, EXC) 190.783287 2023-10-05 34.700800 0.0 2023-10-19 36.788920 0.0 398.378478 0.060175 Long Closed
29 29 (entries/exits stock two, EXC) 215.534159 2023-10-19 36.749960 0.0 2023-11-10 36.529944 0.0 47.420927 0.005987 Short Closed
30 30 (entries/exits stock two, EXC) 244.717089 2023-11-10 35.888795 0.0 2024-02-16 32.983003 0.0 -711.097096 -0.080967 Long Closed
31 31 (entries/exits stock two, EXC) 207.163301 2024-02-16 32.638165 0.0 2024-02-28 33.479265 0.0 -174.245028 -0.025770 Short Closed
32 32 (entries/exits stock two, EXC) 214.693429 2024-02-28 33.565787 0.0 2024-04-12 34.489698 0.0 198.357558 0.027525 Long Closed
33 33 (entries/exits stock two, EXC) 265.783279 2024-04-12 34.438979 0.0 2024-07-12 34.024116 0.0 110.263609 0.012046 Short Closed
34 34 (entries/exits stock two, EXC) 188.946576 2024-07-12 33.632707 0.0 2024-08-02 36.859144 0.0 609.624192 0.095932 Long Closed
35 35 (entries/exits stock two, EXC) 193.579466 2024-08-02 36.899391 0.0 2024-08-26 36.571129 0.0 63.544671 0.008896 Short Closed
36 36 (entries/exits stock two, EXC) 188.130623 2024-08-26 36.601494 0.0 2024-09-17 38.686460 0.0 392.245923 0.056964 Long Closed
37 37 (entries/exits stock two, EXC) 207.782241 2024-09-17 38.672641 0.0 2024-10-17 39.237389 0.0 -117.344554 -0.014603 Short Closed
38 38 (entries/exits stock two, EXC) 183.050919 2024-10-17 39.283525 0.0 2024-10-23 39.259828 0.0 -4.337778 -0.000603 Long Closed
39 39 (entries/exits stock two, EXC) 211.681812 2024-10-23 39.047018 0.0 2024-11-07 36.730370 0.0 490.392237 0.059330 Short Closed
40 40 (entries/exits stock two, EXC) 212.921041 2024-11-07 36.711596 0.0 2024-11-15 38.056937 0.0 286.451388 0.036646 Long Closed
41 41 (entries/exits stock two, EXC) 222.024738 2024-11-15 38.054805 0.0 2024-11-20 37.698217 0.0 79.171370 0.009370 Short Open
group
Start 2023-05-18 00:00:00
End 2025-04-17 00:00:00
Period 481 days 00:00:00
Start Value 10000.0
End Value 17140.482557
Total Return [%] 71.404826
Max Gross Exposure [%] 193.221185
Total Fees Paid 0.0
Max Drawdown [%] 14.315268
Max Drawdown Duration 190 days 00:00:00
Profit Factor 2.51075
Expectancy 13.356811
Sharpe Ratio 2.307928
Calmar Ratio 3.528878
Omega Ratio 1.401151
Sortino Ratio 3.594879
Skew -0.202865
Kurtosis 3.830583
Tail Ratio 1.357377
Common Sense Ratio 2.04308
Value at Risk -0.012851
Alpha 0.520538
Beta 0.031191
Position Id Column Size Entry Timestamp Avg Entry Price Entry Fees Exit Timestamp Avg Exit Price Exit Fees PnL Return Direction Status
0 0 (entries/exits, CSGP) 57.017966 2023-05-26 79.546843 0.0 2023-07-26 84.781178 0.0 -298.451141 -0.065802 Short Closed
1 1 (entries/exits, CSGP) 52.940241 2023-07-26 83.857701 0.0 2023-08-30 82.497250 0.0 -72.022570 -0.016223 Long Closed
2 2 (entries/exits, CSGP) 52.244850 2023-08-30 82.527694 0.0 2023-09-15 79.215114 0.0 173.065229 0.040139 Short Closed
3 3 (entries/exits, CSGP) 58.357728 2023-09-15 78.887004 0.0 2023-10-05 79.441775 0.0 32.375218 0.007032 Long Closed
4 4 (entries/exits, CSGP) 61.572449 2023-10-05 79.488319 0.0 2023-10-19 74.166495 0.0 327.677769 0.066951 Short Closed
5 5 (entries/exits, CSGP) 69.399621 2023-10-19 73.869753 0.0 2023-11-10 79.126170 0.0 364.793343 0.071158 Long Closed
6 6 (entries/exits, CSGP) 85.787687 2023-11-10 80.704699 0.0 2024-02-16 82.668615 0.0 -168.479773 -0.024335 Short Closed
7 7 (entries/exits, CSGP) 57.053144 2024-02-16 81.448845 0.0 2024-02-28 86.193541 0.0 270.699805 0.058254 Long Closed
8 8 (entries/exits, CSGP) 65.980659 2024-02-28 87.348000 0.0 2024-04-12 91.151905 0.0 -250.984184 -0.043549 Short Closed
9 9 (entries/exits, CSGP) 69.756642 2024-04-12 87.760065 0.0 2024-07-12 77.223440 0.0 -734.999568 -0.120062 Long Closed
10 10 (entries/exits, CSGP) 63.096239 2024-07-12 75.848537 0.0 2024-08-02 75.403334 0.0 28.090608 0.005870 Short Closed
11 11 (entries/exits, CSGP) 65.038375 2024-08-02 75.095166 0.0 2024-08-26 77.614034 0.0 163.823130 0.033542 Long Closed
12 12 (entries/exits, CSGP) 67.060693 2024-08-26 77.791126 0.0 2024-09-17 75.923075 0.0 125.272841 0.024014 Short Closed
13 13 (entries/exits, CSGP) 70.192809 2024-09-17 75.616297 0.0 2024-10-17 78.143141 0.0 177.366232 0.033417 Long Closed
14 14 (entries/exits, CSGP) 64.514910 2024-10-17 78.292191 0.0 2024-10-23 72.902375 0.0 347.723514 0.068842 Short Closed
15 15 (entries/exits, CSGP) 73.219590 2024-10-23 72.841093 0.0 2024-11-07 76.227620 0.0 247.960067 0.046492 Long Closed
16 16 (entries/exits, CSGP) 73.100535 2024-11-07 76.267078 0.0 2024-11-15 71.355598 0.0 359.031819 0.064398 Short Closed
17 17 (entries/exits, CSGP) 79.184690 2024-11-15 71.260561 0.0 2024-11-22 79.544682 0.0 655.975597 0.116251 Long Closed
18 18 (entries/exits, CSGP) 86.161169 2024-11-22 79.361290 0.0 2024-12-17 73.788204 0.0 480.183618 0.070224 Short Closed
19 19 (entries/exits, CSGP) 88.280229 2024-12-17 72.943353 0.0 2025-01-27 75.877279 0.0 259.007639 0.040222 Long Closed
20 20 (entries/exits, CSGP) 77.445884 2025-01-27 76.451690 0.0 2025-02-12 73.401789 0.0 236.202231 0.039893 Short Closed
21 21 (entries/exits, CSGP) 84.251241 2025-02-12 73.413879 0.0 2025-03-07 79.202033 0.0 487.659207 0.078843 Long Closed
22 22 (entries/exits, CSGP) 89.267388 2025-03-07 79.136528 0.0 2025-04-03 76.764530 0.0 211.742121 0.029973 Short Closed
23 23 (entries/exits, CSGP) 92.716050 2025-04-03 76.106443 0.0 2025-04-17 79.537272 0.0 318.092917 0.045079 Long Open
24 24 (entries/exits stock two, EXC) 181.107619 2023-05-26 36.190722 0.0 2023-07-26 39.356964 0.0 573.430672 0.087488 Long Closed
25 25 (entries/exits stock two, EXC) 189.642432 2023-07-26 39.308541 0.0 2023-08-30 37.396054 0.0 362.688703 0.048653 Short Closed
26 26 (entries/exits stock two, EXC) 178.776813 2023-08-30 37.415709 0.0 2023-09-15 38.540178 0.0 201.028991 0.030053 Long Closed
27 27 (entries/exits stock two, EXC) 215.028583 2023-09-15 38.055261 0.0 2023-10-05 34.631475 0.0 736.211769 0.089969 Short Closed
28 28 (entries/exits stock two, EXC) 216.890500 2023-10-05 34.699080 0.0 2023-10-19 36.789619 0.0 453.418179 0.060248 Long Closed
29 29 (entries/exits stock two, EXC) 245.309763 2023-10-19 36.749080 0.0 2023-11-10 36.530108 0.0 53.716019 0.005959 Short Closed
30 30 (entries/exits stock two, EXC) 276.668245 2023-11-10 35.901809 0.0 2024-02-16 32.975465 0.0 -809.626458 -0.081510 Long Closed
31 31 (entries/exits stock two, EXC) 235.358023 2024-02-16 32.638183 0.0 2024-02-28 33.479635 0.0 -198.042479 -0.025781 Short Closed
32 32 (entries/exits stock two, EXC) 243.141424 2024-02-28 33.563166 0.0 2024-04-12 34.488839 0.0 225.069373 0.027580 Long Closed
33 33 (entries/exits stock two, EXC) 302.512944 2024-04-12 34.437983 0.0 2024-07-12 34.023900 0.0 125.265274 0.012024 Short Closed
34 34 (entries/exits stock two, EXC) 214.920289 2024-07-12 33.632237 0.0 2024-08-02 36.862284 0.0 694.202580 0.096040 Long Closed
35 35 (entries/exits stock two, EXC) 220.590553 2024-08-02 36.898846 0.0 2024-08-26 36.571084 0.0 72.301257 0.008883 Short Closed
36 36 (entries/exits stock two, EXC) 214.133033 2024-08-26 36.601186 0.0 2024-09-17 38.687802 0.0 446.813380 0.057010 Long Closed
37 37 (entries/exits stock two, EXC) 236.773692 2024-09-17 38.672794 0.0 2024-10-17 39.237096 0.0 -133.611954 -0.014592 Short Closed
38 38 (entries/exits stock two, EXC) 208.337967 2024-10-17 39.283628 0.0 2024-10-23 39.259796 0.0 -4.965174 -0.000607 Long Closed
39 39 (entries/exits stock two, EXC) 241.025157 2024-10-23 39.045791 0.0 2024-11-07 36.730609 0.0 558.017109 0.059294 Short Closed
40 40 (entries/exits stock two, EXC) 242.220078 2024-11-07 36.711423 0.0 2024-11-15 38.057216 0.0 325.977959 0.036659 Long Closed
41 41 (entries/exits stock two, EXC) 252.385527 2024-11-15 38.054938 0.0 2024-11-22 37.690594 0.0 91.955125 0.009574 Short Closed
42 42 (entries/exits stock two, EXC) 275.073670 2024-11-22 37.607350 0.0 2024-12-17 35.596122 0.0 -553.235904 -0.053480 Long Closed
43 43 (entries/exits stock two, EXC) 302.238521 2024-12-17 35.707222 0.0 2025-01-27 39.164518 0.0 -1044.927796 -0.096823 Short Closed
44 44 (entries/exits stock two, EXC) 234.611830 2025-01-27 39.603253 0.0 2025-02-12 41.683234 0.0 487.988143 0.052520 Long Closed
45 45 (entries/exits stock two, EXC) 254.431775 2025-02-12 41.794601 0.0 2025-03-07 42.394695 0.0 -152.683064 -0.014358 Short Closed
46 46 (entries/exits stock two, EXC) 243.010771 2025-03-07 42.371273 0.0 2025-04-03 46.196614 0.0 929.599005 0.090281 Long Closed
47 47 (entries/exits stock two, EXC) 257.857824 2025-04-03 46.126924 0.0 2025-04-17 46.289470 0.0 -41.913817 -0.003524 Short Open
group
Start 2023-10-11 00:00:00
End 2025-09-11 00:00:00
Period 481 days 00:00:00
Start Value 10000.0
End Value 15924.864891
Total Return [%] 59.248649
Max Gross Exposure [%] 179.129473
Total Fees Paid 0.0
Max Drawdown [%] 14.452803
Max Drawdown Duration 190 days 00:00:00
Profit Factor 2.352092
Expectancy 10.941105
Sharpe Ratio 1.956793
Calmar Ratio 2.929884
Omega Ratio 1.335539
Sortino Ratio 2.976508
Skew -0.283217
Kurtosis 3.950221
Tail Ratio 1.315396
Common Sense Ratio 1.872401
Value at Risk -0.013142
Alpha 0.424955
Beta 0.048137
Position Id Column Size Entry Timestamp Avg Entry Price Entry Fees Exit Timestamp Avg Exit Price Exit Fees PnL Return Direction Status
0 0 (entries/exits, CSGP) 53.539232 2023-10-19 73.868145 0.0 2023-11-10 79.114742 0.0 280.898772 0.071027 Long Closed
1 1 (entries/exits, CSGP) 65.851121 2023-11-10 80.705740 0.0 2024-02-16 82.672258 0.0 -129.497401 -0.024367 Short Closed
2 2 (entries/exits, CSGP) 43.865053 2024-02-16 81.449888 0.0 2024-02-28 86.190049 0.0 207.927440 0.058197 Long Closed
3 3 (entries/exits, CSGP) 50.554700 2024-02-28 87.340764 0.0 2024-04-12 91.142722 0.0 -192.206889 -0.043530 Short Closed
4 4 (entries/exits, CSGP) 53.964748 2024-04-12 87.712704 0.0 2024-07-12 77.246471 0.0 -564.807593 -0.119324 Long Closed
5 5 (entries/exits, CSGP) 48.600035 2024-07-12 75.849567 0.0 2024-08-02 75.400776 0.0 21.811269 0.005917 Short Closed
6 6 (entries/exits, CSGP) 50.252735 2024-08-02 75.091347 0.0 2024-08-26 77.608751 0.0 126.506450 0.033525 Long Closed
7 7 (entries/exits, CSGP) 51.690638 2024-08-26 77.791552 0.0 2024-09-17 75.919301 0.0 96.777818 0.024068 Short Closed
8 8 (entries/exits, CSGP) 54.259587 2024-09-17 75.613876 0.0 2024-10-17 78.139109 0.0 137.018087 0.033396 Long Closed
9 9 (entries/exits, CSGP) 49.707271 2024-10-17 78.292761 0.0 2024-10-23 72.900988 0.0 268.010322 0.068867 Short Closed
10 10 (entries/exits, CSGP) 56.468433 2024-10-23 72.841550 0.0 2024-11-07 76.226006 0.0 191.114909 0.046463 Long Closed
11 11 (entries/exits, CSGP) 56.285099 2024-11-07 76.267463 0.0 2024-11-15 71.353303 0.0 276.593989 0.064433 Short Closed
12 12 (entries/exits, CSGP) 60.990384 2024-11-15 71.260798 0.0 2024-11-22 79.538657 0.0 504.869836 0.116163 Long Closed
13 13 (entries/exits, CSGP) 66.106023 2024-11-22 79.365262 0.0 2024-12-17 73.784767 0.0 368.904376 0.070314 Short Closed
14 14 (entries/exits, CSGP) 67.886649 2024-12-17 72.939463 0.0 2025-01-27 75.865533 0.0 198.641065 0.040116 Long Closed
15 15 (entries/exits, CSGP) 59.304217 2025-01-27 76.452140 0.0 2025-02-12 73.400783 0.0 180.958332 0.039912 Short Closed
16 16 (entries/exits, CSGP) 64.591339 2025-02-12 73.416849 0.0 2025-03-07 79.198029 0.0 373.414170 0.078745 Long Closed
17 17 (entries/exits, CSGP) 68.265573 2025-03-07 79.138737 0.0 2025-04-03 76.761651 0.0 162.273141 0.030037 Short Closed
18 18 (entries/exits, CSGP) 72.964536 2025-04-03 76.144926 0.0 2025-04-24 82.537804 0.0 466.453361 0.083957 Long Closed
19 19 (entries/exits, CSGP) 62.720931 2025-04-24 83.186686 0.0 2025-04-30 74.262143 0.0 559.755673 0.107283 Short Closed
20 20 (entries/exits, CSGP) 81.704058 2025-04-30 74.267560 0.0 2025-06-04 76.970009 0.0 220.801047 0.036388 Long Closed
21 21 (entries/exits, CSGP) 92.921049 2025-06-04 79.054817 0.0 2025-08-13 87.187269 0.0 -755.676041 -0.102871 Short Closed
22 22 (entries/exits, CSGP) 71.149412 2025-08-13 87.643815 0.0 2025-09-11 87.232823 0.0 -29.241823 -0.004689 Long Open
23 23 (entries/exits stock two, EXC) 201.102636 2023-10-19 36.747839 0.0 2023-11-10 36.530338 0.0 43.740006 0.005919 Short Closed
24 24 (entries/exits stock two, EXC) 224.666942 2023-11-10 35.920418 0.0 2024-02-16 32.964672 0.0 -664.058301 -0.082286 Long Closed
25 25 (entries/exits stock two, EXC) 192.452172 2024-02-16 32.638209 0.0 2024-02-28 33.480158 0.0 -162.034937 -0.025796 Short Closed
26 26 (entries/exits stock two, EXC) 197.925649 2024-02-28 33.559433 0.0 2024-04-12 34.487615 0.0 183.710983 0.027658 Long Closed
27 27 (entries/exits stock two, EXC) 248.007433 2024-04-12 34.436575 0.0 2024-07-12 34.023597 0.0 102.421657 0.011992 Short Closed
28 28 (entries/exits stock two, EXC) 176.036752 2024-07-12 33.631573 0.0 2024-08-02 36.866725 0.0 569.505730 0.096194 Long Closed
29 29 (entries/exits stock two, EXC) 181.145206 2024-08-02 36.898079 0.0 2024-08-26 36.571020 0.0 59.245140 0.008864 Short Closed
30 30 (entries/exits stock two, EXC) 175.554598 2024-08-26 36.600750 0.0 2024-09-17 38.689699 0.0 366.724547 0.057074 Long Closed
31 31 (entries/exits stock two, EXC) 194.432410 2024-09-17 38.673009 0.0 2024-10-17 39.236683 0.0 -109.596419 -0.014575 Short Closed
32 32 (entries/exits stock two, EXC) 170.787907 2024-10-17 39.283774 0.0 2024-10-23 39.259750 0.0 -4.102903 -0.000612 Long Closed
33 33 (entries/exits stock two, EXC) 197.700611 2024-10-23 39.044061 0.0 2024-11-07 36.730946 0.0 457.304386 0.059244 Short Closed
34 34 (entries/exits stock two, EXC) 198.430732 2024-11-07 36.711180 0.0 2024-11-15 38.057610 0.0 267.173199 0.036676 Long Closed
35 35 (entries/exits stock two, EXC) 206.537632 2024-11-15 38.055125 0.0 2024-11-22 37.690693 0.0 75.269058 0.009576 Short Closed
36 36 (entries/exits stock two, EXC) 224.437940 2024-11-22 37.609947 0.0 2024-12-17 35.594356 0.0 -452.375150 -0.053592 Long Closed
37 37 (entries/exits stock two, EXC) 246.833092 2024-12-17 35.707663 0.0 2025-01-27 39.162652 0.0 -852.805669 -0.096758 Short Closed
38 38 (entries/exits stock two, EXC) 190.962577 2025-01-27 39.603708 0.0 2025-02-12 41.685645 0.0 397.572010 0.052569 Long Closed
39 39 (entries/exits stock two, EXC) 207.113123 2025-02-12 41.794893 0.0 2025-03-07 42.394884 0.0 -124.265963 -0.014356 Short Closed
40 40 (entries/exits stock two, EXC) 197.321832 2025-03-07 42.370563 0.0 2025-04-03 46.204022 0.0 756.425207 0.090475 Long Closed
41 41 (entries/exits stock two, EXC) 219.691385 2025-04-03 46.108216 0.0 2025-04-24 45.500822 0.0 133.439165 0.013173 Short Closed
42 42 (entries/exits stock two, EXC) 197.361324 2025-04-24 45.514906 0.0 2025-04-30 46.074420 0.0 110.426432 0.012293 Long Closed
43 43 (entries/exits stock two, EXC) 263.482109 2025-04-30 45.490684 0.0 2025-06-04 42.554533 0.0 773.623054 0.064544 Short Closed
44 44 (entries/exits stock two, EXC) 257.651660 2025-06-04 42.451480 0.0 2025-08-13 44.933298 0.0 639.444457 0.058462 Long Closed
45 45 (entries/exits stock two, EXC) 246.770815 2025-08-13 45.100991 0.0 2025-09-11 43.533631 0.0 386.778893 0.034752 Short Open
group
Start 2022-12-22 00:00:00
End 2024-11-20 00:00:00
Period 481 days 00:00:00
Start Value 10000.0
End Value 12607.816119
Total Return [%] 26.078161
Max Gross Exposure [%] 86264.741001
Total Fees Paid 0.0
Max Drawdown [%] 19.844622
Max Drawdown Duration 181 days 00:00:00
Profit Factor 1.492936
Expectancy 4.366046
Sharpe Ratio 1.091899
Calmar Ratio 0.968801
Omega Ratio 1.170556
Sortino Ratio 1.667469
Skew 0.288727
Kurtosis 2.600258
Tail Ratio 1.20034
Common Sense Ratio 1.431111
Value at Risk -0.012717
Alpha 0.181468
Beta 0.069013
Position Id Column Size Entry Timestamp Avg Entry Price Entry Fees Exit Timestamp Avg Exit Price Exit Fees PnL Return Direction Status
0 0 (entries/exits, CSGP) 64.853404 2022-12-27 76.686918 0.0 2023-01-12 80.140510 0.0 223.977219 0.045035 Long Closed
1 1 (entries/exits, CSGP) 69.711015 2023-01-12 79.901329 0.0 2023-02-06 76.085820 0.0 265.982966 0.047753 Short Closed
2 2 (entries/exits, CSGP) 81.926371 2023-02-06 74.629282 0.0 2023-04-26 71.652240 0.0 -243.898270 -0.039891 Long Closed
3 3 (entries/exits, CSGP) 79.836614 2023-04-26 73.815994 0.0 2023-07-26 83.332133 0.0 -759.736330 -0.128917 Short Closed
4 4 (entries/exits, CSGP) 56.397777 2023-07-26 83.913264 0.0 2023-08-28 81.730737 0.0 -123.089649 -0.026009 Long Closed
5 5 (entries/exits, CSGP) 56.906403 2023-08-28 81.763398 0.0 2023-09-15 79.279958 0.0 141.323626 0.030373 Short Closed
6 6 (entries/exits, CSGP) 61.755097 2023-09-15 78.897094 0.0 2023-10-05 79.437325 0.0 33.362001 0.006847 Long Closed
7 7 (entries/exits, CSGP) 64.077824 2023-10-05 79.466113 0.0 2023-10-19 74.229678 0.0 335.539335 0.065895 Short Closed
8 8 (entries/exits, CSGP) 70.457812 2023-10-19 73.906027 0.0 2023-11-09 77.382462 0.0 244.942025 0.047039 Long Closed
9 9 (entries/exits, CSGP) 72.119287 2023-11-09 78.067272 0.0 2023-12-07 82.620939 0.0 -328.407209 -0.058330 Short Closed
10 10 (entries/exits, CSGP) 62.619272 2023-12-07 82.583028 0.0 2023-12-14 88.133553 0.0 347.569810 0.067211 Long Closed
11 11 (entries/exits, CSGP) 65.263983 2023-12-14 88.088662 0.0 2024-01-03 82.901635 0.0 338.526038 0.058884 Short Closed
12 12 (entries/exits, CSGP) 71.727581 2024-01-03 82.717611 0.0 2024-01-26 85.029375 0.0 165.817277 0.027948 Long Closed
13 13 (entries/exits, CSGP) 79.414903 2024-01-26 84.749849 0.0 2024-02-16 81.709998 0.0 241.409486 0.035869 Short Closed
14 14 (entries/exits, CSGP) 73.943105 2024-02-16 81.416956 0.0 2024-02-26 83.994607 0.0 190.599480 0.031660 Long Closed
15 15 (entries/exits, CSGP) 90.837710 2024-02-26 85.463417 0.0 2024-04-12 91.093970 0.0 -511.466480 -0.065883 Short Closed
16 16 (entries/exits, CSGP) 87.044819 2024-04-12 88.103501 0.0 2024-07-15 77.297500 0.0 -940.606454 -0.122651 Long Closed
17 17 (entries/exits, CSGP) 71.259318 2024-07-15 76.010002 0.0 2024-07-17 75.930984 0.0 5.630758 0.001040 Short Closed
18 18 (entries/exits, CSGP) 81.534258 2024-07-17 75.814910 0.0 2024-09-19 78.792525 0.0 242.777672 0.039275 Long Closed
19 19 (entries/exits, CSGP) 70.002017 2024-09-19 79.162186 0.0 2024-09-25 73.699997 0.0 382.364257 0.069000 Short Closed
20 20 (entries/exits, CSGP) 82.292439 2024-09-25 73.749021 0.0 2024-11-07 76.280710 0.0 208.338912 0.034328 Long Closed
21 21 (entries/exits, CSGP) 75.746509 2024-11-07 76.268692 0.0 2024-11-15 71.335003 0.0 373.709707 0.064688 Short Closed
22 22 (entries/exits, CSGP) 82.001729 2024-11-15 71.258538 0.0 2024-11-20 76.206475 0.0 405.739379 0.069436 Long Open
23 23 (entries/exits stock two, WEC) 64.720596 2022-12-27 86.811752 0.0 2023-01-12 87.630569 0.0 -52.994312 -0.009432 Short Closed
24 24 (entries/exits stock two, WEC) 66.995702 2023-01-12 87.420221 0.0 2023-02-06 84.956028 0.0 -165.090298 -0.028188 Long Closed
25 25 (entries/exits stock two, WEC) 85.387698 2023-02-06 84.627170 0.0 2023-04-26 86.722167 0.0 -178.886972 -0.024756 Short Closed
26 26 (entries/exits stock two, WEC) 69.685235 2023-04-26 86.854180 0.0 2023-07-26 84.883503 0.0 -137.327105 -0.022689 Long Closed
27 27 (entries/exits stock two, WEC) 64.797000 2023-07-26 84.515617 0.0 2023-08-28 79.221921 0.0 343.015605 0.062636 Short Closed
28 28 (entries/exits stock two, WEC) 62.628070 2023-08-28 79.162195 0.0 2023-09-15 80.096732 0.0 58.528207 0.011805 Long Closed
29 29 (entries/exits stock two, WEC) 73.464071 2023-09-15 79.240723 0.0 2023-10-05 73.693010 0.0 407.557526 0.070011 Short Closed
30 30 (entries/exits stock two, WEC) 73.661503 2023-10-05 73.787072 0.0 2023-10-19 76.574436 0.0 205.321374 0.037776 Long Closed
31 31 (entries/exits stock two, WEC) 82.668494 2023-10-19 76.522688 0.0 2023-11-09 74.233872 0.0 189.212923 0.029910 Short Closed
32 32 (entries/exits stock two, WEC) 79.224648 2023-11-09 74.046903 0.0 2023-12-07 79.479894 0.0 430.426788 0.073372 Long Closed
33 33 (entries/exits stock two, WEC) 75.904510 2023-12-07 79.667546 0.0 2023-12-14 79.518796 0.0 11.290825 0.001867 Short Closed
34 34 (entries/exits stock two, WEC) 77.744390 2023-12-14 79.300491 0.0 2024-01-03 81.151036 0.0 143.869423 0.023336 Long Closed
35 35 (entries/exits stock two, WEC) 90.605285 2024-01-03 80.544851 0.0 2024-01-26 75.026457 0.0 499.995625 0.068513 Short Closed
36 36 (entries/exits stock two, WEC) 95.453747 2024-01-26 74.812618 0.0 2024-02-16 74.034326 0.0 -74.290945 -0.010403 Long Closed
37 37 (entries/exits stock two, WEC) 91.052235 2024-02-16 74.024455 0.0 2024-02-26 72.604140 0.0 129.322788 0.019187 Short Closed
38 38 (entries/exits stock two, WEC) 104.580448 2024-02-26 72.950166 0.0 2024-04-12 75.081080 0.0 222.851946 0.029211 Long Closed
39 39 (entries/exits stock two, WEC) 113.709910 2024-04-12 75.333441 0.0 2024-07-15 76.620651 0.0 -146.368627 -0.017087 Short Closed
40 40 (entries/exits stock two, WEC) 79.917610 2024-07-15 76.226738 0.0 2024-07-17 78.840807 0.0 208.910160 0.034293 Long Closed
41 41 (entries/exits stock two, WEC) 87.842758 2024-07-17 79.639910 0.0 2024-09-19 89.390541 0.0 -856.522300 -0.122434 Short Closed
42 42 (entries/exits stock two, WEC) 65.925120 2024-09-19 90.653560 0.0 2024-09-25 91.434559 0.0 51.487461 0.008615 Long Closed
43 43 (entries/exits stock two, WEC) 77.310165 2024-09-25 91.620058 0.0 2024-11-07 92.448742 0.0 -64.065708 -0.009045 Short Closed
44 44 (entries/exits stock two, WEC) 68.380112 2024-11-07 92.179398 0.0 2024-11-15 95.495278 0.0 226.740276 0.035972 Long Closed
45 45 (entries/exits stock two, WEC) 69.702703 2024-11-15 95.546070 0.0 2024-11-20 96.773771 0.0 -85.574099 -0.012849 Short Open
group
Start 2023-05-18 00:00:00
End 2025-04-17 00:00:00
Period 481 days 00:00:00
Start Value 10000.0
End Value 17201.537462
Total Return [%] 72.015375
Max Gross Exposure [%] 38199.153926
Total Fees Paid 0.0
Max Drawdown [%] 18.759666
Max Drawdown Duration 188 days 00:00:00
Profit Factor 2.413399
Expectancy 13.458197
Sharpe Ratio 2.375631
Calmar Ratio 2.714521
Omega Ratio 1.41046
Sortino Ratio 3.858351
Skew 0.283154
Kurtosis 2.237428
Tail Ratio 1.239021
Common Sense Ratio 1.869974
Value at Risk -0.013468
Alpha 0.477734
Beta 0.169728
Position Id Column Size Entry Timestamp Avg Entry Price Entry Fees Exit Timestamp Avg Exit Price Exit Fees PnL Return Direction Status
0 0 (entries/exits, CSGP) 65.644617 2023-06-20 85.648509 0.0 2023-07-26 85.343053 0.0 20.051581 0.003566 Short Closed
1 1 (entries/exits, CSGP) 67.245727 2023-07-26 83.935090 0.0 2023-08-28 81.732708 0.0 -148.100721 -0.026239 Long Closed
2 2 (entries/exits, CSGP) 68.105926 2023-08-28 81.763918 0.0 2023-09-15 79.282480 0.0 169.000664 0.030349 Short Closed
3 3 (entries/exits, CSGP) 73.542782 2023-09-15 78.907653 0.0 2023-10-05 79.439998 0.0 39.150171 0.006746 Long Closed
4 4 (entries/exits, CSGP) 76.667898 2023-10-05 79.464834 0.0 2023-10-19 74.246197 0.0 400.101909 0.065672 Short Closed
5 5 (entries/exits, CSGP) 83.951369 2023-10-19 73.907779 0.0 2023-11-09 77.393492 0.0 292.630363 0.047163 Long Closed
6 6 (entries/exits, CSGP) 86.279441 2023-11-09 78.067748 0.0 2023-12-07 82.621954 0.0 -392.934373 -0.058337 Short Closed
7 7 (entries/exits, CSGP) 74.569102 2023-12-07 82.582877 0.0 2023-12-14 88.139421 0.0 414.346498 0.067284 Long Closed
8 8 (entries/exits, CSGP) 77.931905 2023-12-14 88.087488 0.0 2024-01-03 82.902787 0.0 404.053639 0.058859 Short Closed
9 9 (entries/exits, CSGP) 85.384910 2024-01-03 82.720119 0.0 2024-01-26 85.032323 0.0 197.427357 0.027952 Long Closed
10 10 (entries/exits, CSGP) 95.089576 2024-01-26 84.740315 0.0 2024-02-16 81.716404 0.0 287.542428 0.035684 Short Closed
11 11 (entries/exits, CSGP) 88.265016 2024-02-16 81.416131 0.0 2024-02-26 83.993884 0.0 227.525422 0.031661 Long Closed
12 12 (entries/exits, CSGP) 108.749435 2024-02-26 85.472408 0.0 2024-04-12 91.099975 0.0 -611.994729 -0.065841 Short Closed
13 13 (entries/exits, CSGP) 102.361350 2024-04-12 88.196461 0.0 2024-07-15 77.248828 0.0 -1120.614521 -0.124128 Long Closed
14 14 (entries/exits, CSGP) 84.553966 2024-07-15 76.010002 0.0 2024-07-17 75.931756 0.0 6.616022 0.001029 Short Closed
15 15 (entries/exits, CSGP) 96.155103 2024-07-17 75.819693 0.0 2024-09-19 78.814598 0.0 287.975458 0.039500 Long Closed
16 16 (entries/exits, CSGP) 83.472517 2024-09-19 79.160230 0.0 2024-09-25 73.699997 0.0 455.779357 0.068977 Short Closed
17 17 (entries/exits, CSGP) 97.711110 2024-09-25 73.746944 0.0 2024-11-07 76.281733 0.0 247.677077 0.034371 Long Closed
18 18 (entries/exits, CSGP) 90.602499 2024-11-07 76.267762 0.0 2024-11-15 71.341078 0.0 446.369914 0.064597 Short Closed
19 19 (entries/exits, CSGP) 100.155800 2024-11-15 71.455032 0.0 2024-12-03 79.885734 0.0 844.383697 0.117986 Long Closed
20 20 (entries/exits, CSGP) 114.962440 2024-12-03 79.043441 0.0 2024-12-19 70.391808 0.0 994.612795 0.109454 Short Closed
21 21 (entries/exits, CSGP) 118.816036 2024-12-19 70.048625 0.0 2025-02-04 76.868791 0.0 810.345114 0.097363 Long Closed
22 22 (entries/exits, CSGP) 103.447640 2025-02-04 77.454874 0.0 2025-02-11 76.020276 0.0 148.405720 0.018522 Short Closed
23 23 (entries/exits, CSGP) 119.835695 2025-02-11 76.009470 0.0 2025-03-24 79.826654 0.0 457.434959 0.050220 Long Closed
24 24 (entries/exits, CSGP) 104.787929 2025-03-24 80.115654 0.0 2025-04-03 76.432131 0.0 385.988758 0.045978 Short Closed
25 25 (entries/exits, CSGP) 119.855532 2025-04-03 76.157285 0.0 2025-04-17 79.560505 0.0 407.894744 0.044687 Long Open
26 26 (entries/exits stock two, WEC) 64.051912 2023-06-20 82.816435 0.0 2023-07-26 84.977951 0.0 138.449265 0.026100 Long Closed
27 27 (entries/exits stock two, WEC) 69.573232 2023-07-26 84.527482 0.0 2023-08-28 79.222798 0.0 369.063989 0.062757 Short Closed
28 28 (entries/exits stock two, WEC) 67.357280 2023-08-28 79.160565 0.0 2023-09-15 80.094880 0.0 62.932919 0.011803 Long Closed
29 29 (entries/exits stock two, WEC) 78.654069 2023-09-15 79.260260 0.0 2023-10-05 73.694898 0.0 437.738361 0.070216 Short Closed
30 30 (entries/exits stock two, WEC) 79.198589 2023-10-05 73.793539 0.0 2023-10-19 76.573552 0.0 220.173125 0.037673 Long Closed
31 31 (entries/exits stock two, WEC) 88.720881 2023-10-19 76.525377 0.0 2023-11-09 74.231085 0.0 203.551649 0.029981 Short Closed
32 32 (entries/exits stock two, WEC) 85.199222 2023-11-09 74.050811 0.0 2023-12-07 79.466018 0.0 461.371397 0.073128 Long Closed
33 33 (entries/exits stock two, WEC) 81.215318 2023-12-07 79.667613 0.0 2023-12-14 79.515256 0.0 12.373723 0.001912 Short Closed
34 34 (entries/exits stock two, WEC) 83.488138 2023-12-14 79.296260 0.0 2024-01-03 81.145843 0.0 154.418235 0.023325 Long Closed
35 35 (entries/exits stock two, WEC) 96.993117 2024-01-03 80.553155 0.0 2024-01-26 75.027131 0.0 535.986335 0.068601 Short Closed
36 36 (entries/exits stock two, WEC) 102.750413 2024-01-26 74.806871 0.0 2024-02-16 74.034945 0.0 -79.315716 -0.010319 Long Closed
37 37 (entries/exits stock two, WEC) 97.692076 2024-02-16 74.025031 0.0 2024-02-26 72.600731 0.0 139.142854 0.019241 Short Closed
38 38 (entries/exits stock two, WEC) 112.830838 2024-02-26 72.967343 0.0 2024-04-12 75.090821 0.0 239.593736 0.029102 Long Closed
39 39 (entries/exits stock two, WEC) 121.285417 2024-04-12 75.334333 0.0 2024-07-15 76.617713 0.0 -155.655279 -0.017036 Short Closed
40 40 (entries/exits stock two, WEC) 85.154675 2024-07-15 76.226738 0.0 2024-07-17 78.839719 0.0 222.507552 0.034279 Long Closed
41 41 (entries/exits stock two, WEC) 93.449175 2024-07-17 79.644687 0.0 2024-09-19 89.418738 0.0 -913.377031 -0.122721 Short Closed
42 42 (entries/exits stock two, WEC) 70.601351 2024-09-19 90.654281 0.0 2024-09-25 91.434631 0.0 55.093771 0.008608 Long Closed
43 43 (entries/exits stock two, WEC) 82.805451 2024-09-25 91.620453 0.0 2024-11-07 92.452123 0.0 -68.866776 -0.009077 Short Closed
44 44 (entries/exits stock two, WEC) 73.449950 2024-11-07 92.181634 0.0 2024-11-15 95.494057 0.0 243.297272 0.035934 Long Closed
45 45 (entries/exits stock two, WEC) 78.801210 2024-11-15 95.673339 0.0 2024-12-03 95.848170 0.0 -13.776873 -0.001827 Short Closed
46 46 (entries/exits stock two, WEC) 85.498433 2024-12-03 95.493623 0.0 2024-12-19 90.958985 0.0 -387.704487 -0.047486 Long Closed
47 47 (entries/exits stock two, WEC) 97.618166 2024-12-19 91.275464 0.0 2025-02-04 96.398069 0.0 -500.059334 -0.056122 Short Closed
48 48 (entries/exits stock two, WEC) 81.748416 2025-02-04 96.737314 0.0 2025-02-11 100.096498 0.0 274.607905 0.034725 Long Closed
49 49 (entries/exits stock two, WEC) 93.359486 2025-02-11 100.563124 0.0 2025-03-24 104.072016 0.0 -327.588304 -0.034892 Short Closed
50 50 (entries/exits stock two, WEC) 78.828205 2025-03-24 104.008986 0.0 2025-04-03 106.700907 0.0 212.199290 0.025882 Long Closed
51 51 (entries/exits stock two, WEC) 87.382397 2025-04-03 106.332662 0.0 2025-04-17 106.404638 0.0 -6.289420 -0.000677 Short Open
group
Start 2023-10-11 00:00:00
End 2025-09-11 00:00:00
Period 481 days 00:00:00
Start Value 10000.0
End Value 17371.083177
Total Return [%] 73.710832
Max Gross Exposure [%] 523451.039789
Total Fees Paid 0.0
Max Drawdown [%] 18.913291
Max Drawdown Duration 188 days 00:00:00
Profit Factor 2.573179
Expectancy 14.270997
Sharpe Ratio 2.246059
Calmar Ratio 2.752085
Omega Ratio 1.382219
Sortino Ratio 3.720754
Skew 0.534966
Kurtosis 3.193636
Tail Ratio 1.229497
Common Sense Ratio 1.869463
Value at Risk -0.014108
Alpha 0.440552
Beta 0.207611
Position Id Column Size Entry Timestamp Avg Entry Price Entry Fees Exit Timestamp Avg Exit Price Exit Fees PnL Return Direction Status
0 0 (entries/exits, CSGP) 75.925015 2023-10-19 73.909819 0.0 2023-11-09 77.406422 0.0 265.479664 0.047309 Long Closed
1 1 (entries/exits, CSGP) 78.399919 2023-11-09 78.068278 0.0 2023-12-07 82.623107 0.0 -357.098248 -0.058344 Short Closed
2 2 (entries/exits, CSGP) 67.394723 2023-12-07 82.582700 0.0 2023-12-14 88.146271 0.0 374.955316 0.067370 Long Closed
3 3 (entries/exits, CSGP) 70.659318 2023-12-14 88.086120 0.0 2024-01-03 82.904142 0.0 366.155009 0.058829 Short Closed
4 4 (entries/exits, CSGP) 77.136274 2024-01-03 82.723063 0.0 2024-01-26 85.035777 0.0 178.394182 0.027957 Long Closed
5 5 (entries/exits, CSGP) 86.555702 2024-01-26 84.728669 0.0 2024-02-16 81.725525 0.0 259.939159 0.035444 Short Closed
6 6 (entries/exits, CSGP) 79.994030 2024-02-16 81.415163 0.0 2024-02-26 83.993038 0.0 206.214614 0.031663 Long Closed
7 7 (entries/exits, CSGP) 98.987935 2024-02-26 85.493198 0.0 2024-04-12 91.111912 0.0 -556.184862 -0.065721 Short Closed
8 8 (entries/exits, CSGP) 91.147210 2024-04-12 88.307121 0.0 2024-07-15 77.190262 0.0 -1013.270659 -0.125889 Long Closed
9 9 (entries/exits, CSGP) 76.093536 2024-07-15 76.010002 0.0 2024-07-17 75.932656 0.0 5.885535 0.001018 Short Closed
10 10 (entries/exits, CSGP) 85.911434 2024-07-17 75.825336 0.0 2024-09-19 78.840715 0.0 259.055591 0.039767 Long Closed
11 11 (entries/exits, CSGP) 75.552256 2024-09-19 79.157951 0.0 2024-09-25 73.699997 0.0 412.360705 0.068950 Short Closed
12 12 (entries/exits, CSGP) 87.996886 2024-09-25 73.744473 0.0 2024-11-07 76.282922 0.0 223.375575 0.034422 Long Closed
13 13 (entries/exits, CSGP) 82.301193 2024-11-07 76.266682 0.0 2024-11-15 71.348148 0.0 404.801200 0.064491 Short Closed
14 14 (entries/exits, CSGP) 90.792873 2024-11-15 71.443585 0.0 2024-12-03 79.901689 0.0 767.935571 0.118389 Long Closed
15 15 (entries/exits, CSGP) 105.393620 2024-12-03 79.015856 0.0 2024-12-19 70.394333 0.0 908.653442 0.109111 Short Closed
16 16 (entries/exits, CSGP) 108.411687 2024-12-19 70.037345 0.0 2025-02-04 76.902376 0.0 744.249583 0.098020 Long Closed
17 17 (entries/exits, CSGP) 95.326616 2025-02-04 77.454564 0.0 2025-02-11 76.020606 0.0 136.694397 0.018514 Short Closed
18 18 (entries/exits, CSGP) 109.590973 2025-02-11 76.009147 0.0 2025-03-24 79.843941 0.0 420.258873 0.050452 Long Closed
19 19 (entries/exits, CSGP) 96.740953 2025-03-24 80.115886 0.0 2025-04-03 76.431666 0.0 356.414947 0.045986 Short Closed
20 20 (entries/exits, CSGP) 111.994646 2025-04-03 76.194419 0.0 2025-04-24 82.689224 0.0 727.383397 0.085240 Long Closed
21 21 (entries/exits, CSGP) 99.774208 2025-04-24 83.184732 0.0 2025-04-30 74.299058 0.0 886.561101 0.106819 Short Closed
22 22 (entries/exits, CSGP) 125.408056 2025-04-30 74.209627 0.0 2025-06-05 78.016873 0.0 477.459387 0.051304 Long Closed
23 23 (entries/exits, CSGP) 130.334654 2025-06-05 78.630158 0.0 2025-07-22 84.569704 0.0 -774.128597 -0.075538 Short Closed
24 24 (entries/exits, CSGP) 102.047959 2025-07-22 85.160004 0.0 2025-07-23 91.000000 0.0 595.959707 0.068577 Long Closed
25 25 (entries/exits, CSGP) 120.356480 2025-07-23 91.003207 0.0 2025-08-20 88.938671 0.0 248.480304 0.022686 Short Closed
26 26 (entries/exits, CSGP) 109.691706 2025-08-20 88.278772 0.0 2025-09-11 87.155071 0.0 -123.260741 -0.012729 Long Open
27 27 (entries/exits stock two, WEC) 71.028411 2023-10-19 76.528521 0.0 2023-11-09 74.227838 0.0 163.413905 0.030063 Short Closed
28 28 (entries/exits stock two, WEC) 68.371004 2023-11-09 74.055313 0.0 2023-12-07 79.449909 0.0 368.833958 0.072845 Long Closed
29 29 (entries/exits stock two, WEC) 64.789349 2023-12-07 79.667692 0.0 2023-12-14 79.511128 0.0 10.143687 0.001965 Short Closed
30 30 (entries/exits stock two, WEC) 66.886170 2023-12-14 79.291344 0.0 2024-01-03 81.139801 0.0 123.636194 0.023312 Long Closed
31 31 (entries/exits stock two, WEC) 77.420423 2024-01-03 80.562868 0.0 2024-01-26 75.027923 0.0 428.517806 0.068703 Short Closed
32 32 (entries/exits stock two, WEC) 82.544715 2024-01-26 74.800226 0.0 2024-02-16 74.035654 0.0 -63.111344 -0.010222 Long Closed
33 33 (entries/exits stock two, WEC) 78.183054 2024-02-16 74.025704 0.0 2024-02-26 72.596755 0.0 111.719564 0.019303 Short Closed
34 34 (entries/exits stock two, WEC) 90.874878 2024-02-26 72.986933 0.0 2024-04-12 75.101952 0.0 192.202049 0.028978 Long Closed
35 35 (entries/exits stock two, WEC) 96.402352 2024-04-12 75.335351 0.0 2024-07-15 76.614246 0.0 -123.288535 -0.016976 Short Closed
36 36 (entries/exits stock two, WEC) 67.598087 2024-07-15 76.226738 0.0 2024-07-17 78.838450 0.0 176.546726 0.034262 Long Closed
37 37 (entries/exits stock two, WEC) 74.062936 2024-07-17 79.652948 0.0 2024-09-19 89.451822 0.0 -725.733367 -0.123020 Short Closed
38 38 (entries/exits stock two, WEC) 56.375921 2024-09-19 90.655120 0.0 2024-09-25 91.434714 0.0 43.950354 0.008600 Long Closed
39 39 (entries/exits stock two, WEC) 66.158425 2024-09-25 91.620583 0.0 2024-11-07 92.455423 0.0 -55.231699 -0.009112 Short Closed
40 40 (entries/exits stock two, WEC) 58.854783 2024-11-07 92.184233 0.0 2024-11-15 95.492636 0.0 194.715323 0.035889 Long Closed
41 41 (entries/exits stock two, WEC) 63.278371 2024-11-15 95.678531 0.0 2024-12-03 95.844466 0.0 -10.500079 -0.001734 Short Closed
42 42 (entries/exits stock two, WEC) 69.179301 2024-12-03 95.478317 0.0 2024-12-19 90.961494 0.0 -312.470652 -0.047307 Long Closed
43 43 (entries/exits stock two, WEC) 78.876345 2024-12-19 91.274457 0.0 2025-02-04 96.401768 0.0 -404.423558 -0.056175 Short Closed
44 44 (entries/exits stock two, WEC) 66.490144 2025-02-04 96.738019 0.0 2025-02-11 100.095126 0.0 223.214569 0.034703 Long Closed
45 45 (entries/exits stock two, WEC) 75.893293 2025-02-11 100.560762 0.0 2025-03-24 104.062674 0.0 -265.771645 -0.034824 Short Closed
46 46 (entries/exits stock two, WEC) 64.281214 2025-03-24 104.008543 0.0 2025-04-03 106.699691 0.0 172.990257 0.025874 Long Closed
47 47 (entries/exits stock two, WEC) 72.505315 2025-04-03 106.328230 0.0 2025-04-24 106.878384 0.0 -39.889138 -0.005174 Short Closed
48 48 (entries/exits stock two, WEC) 68.075289 2025-04-24 107.083218 0.0 2025-04-30 107.690365 0.0 41.331702 0.005670 Long Closed
49 49 (entries/exits stock two, WEC) 88.292863 2025-04-30 107.121162 0.0 2025-06-05 104.244184 0.0 254.016611 0.026857 Short Closed
50 50 (entries/exits stock two, WEC) 82.956186 2025-06-05 103.898514 0.0 2025-07-22 108.603096 0.0 390.274127 0.045281 Long Closed
51 51 (entries/exits stock two, WEC) 71.516848 2025-07-22 109.205696 0.0 2025-07-23 108.144386 0.0 75.901532 0.009718 Short Closed
52 52 (entries/exits stock two, WEC) 81.417713 2025-07-23 108.147312 0.0 2025-08-20 108.892566 0.0 60.676909 0.006891 Long Closed
53 53 (entries/exits stock two, WEC) 80.958890 2025-08-20 108.808470 0.0 2025-09-11 109.590426 0.0 -63.306232 -0.007187 Short Open
group
Start 2022-12-22 00:00:00
End 2024-11-20 00:00:00
Period 481 days 00:00:00
Start Value 10000.0
End Value 14394.381325
Total Return [%] 43.943813
Max Gross Exposure [%] 110.544803
Total Fees Paid 0.0
Max Drawdown [%] 12.138338
Max Drawdown Duration 147 days 00:00:00
Profit Factor 2.697436
Expectancy 9.518233
Sharpe Ratio 1.29014
Calmar Ratio 2.622977
Omega Ratio 1.200659
Sortino Ratio 1.897085
Skew 0.016641
Kurtosis 4.671045
Tail Ratio 0.970524
Common Sense Ratio 1.279525
Value at Risk -0.019035
Alpha 0.380463
Beta -0.051893
Position Id Column Size Entry Timestamp Avg Entry Price Entry Fees Exit Timestamp Avg Exit Price Exit Fees PnL Return Direction Status
0 0 (entries/exits, CSX) 343.016028 2023-01-04 30.080545 0.0 2023-01-23 30.812940 0.0 -251.223339 -0.024348 Short Closed
1 1 (entries/exits, CSX) 310.048510 2023-01-23 30.773556 0.0 2023-03-01 29.771017 0.0 -310.835822 -0.032578 Long Closed
2 2 (entries/exits, CSX) 460.851715 2023-03-01 29.355861 0.0 2023-05-04 29.804872 0.0 -206.927313 -0.015295 Short Closed
3 3 (entries/exits, CSX) 294.429702 2023-05-04 30.203274 0.0 2023-06-21 32.034535 0.0 539.177582 0.060631 Long Closed
4 4 (entries/exits, CSX) 311.573953 2023-06-21 32.077240 0.0 2023-07-10 32.529306 0.0 -140.851973 -0.014093 Short Closed
5 5 (entries/exits, CSX) 284.868920 2023-07-10 32.513895 0.0 2023-08-08 30.324448 0.0 -623.705459 -0.067339 Long Closed
6 6 (entries/exits, CSX) 334.420910 2023-08-08 30.185543 0.0 2023-09-05 29.150594 0.0 346.108520 0.034286 Short Closed
7 7 (entries/exits, CSX) 311.020833 2023-09-05 29.060934 0.0 2023-09-20 30.402820 0.0 417.354688 0.046175 Long Closed
8 8 (entries/exits, CSX) 409.947728 2023-09-20 30.170626 0.0 2023-11-07 29.542351 0.0 257.560063 0.020824 Short Closed
9 9 (entries/exits, CSX) 332.687896 2023-11-07 29.496536 0.0 2024-01-02 33.690470 0.0 1395.271303 0.142184 Long Closed
10 10 (entries/exits, CSX) 334.470002 2024-01-02 33.738338 0.0 2024-01-17 33.524878 0.0 71.395967 0.006327 Short Closed
11 11 (entries/exits, CSX) 335.796342 2024-01-17 33.534542 0.0 2024-03-05 37.354785 0.0 1282.823441 0.113920 Long Closed
12 12 (entries/exits, CSX) 400.271317 2024-03-05 37.181119 0.0 2024-04-02 35.787214 0.0 557.940412 0.037490 Short Closed
13 13 (entries/exits, CSX) 365.873548 2024-04-02 35.664368 0.0 2024-05-07 33.209133 0.0 -898.305536 -0.068843 Long Closed
14 14 (entries/exits, CSX) 484.651516 2024-05-07 33.015624 0.0 2024-06-26 32.486799 0.0 256.295734 0.016017 Short Closed
15 15 (entries/exits, CSX) 384.294360 2024-06-26 32.394574 0.0 2024-07-18 34.351464 0.0 752.021783 0.060408 Long Closed
16 16 (entries/exits, CSX) 585.109172 2024-07-18 33.907458 0.0 2024-09-24 33.597280 0.0 181.487713 0.009148 Short Closed
17 17 (entries/exits, CSX) 401.008730 2024-09-24 33.609749 0.0 2024-11-08 35.420610 0.0 726.171132 0.053879 Long Closed
18 18 (entries/exits, CSX) 401.156701 2024-11-08 35.449283 0.0 2024-11-14 35.120466 0.0 131.907033 0.009276 Short Closed
19 19 (entries/exits, CSX) 402.939586 2024-11-14 35.080809 0.0 2024-11-20 34.038719 0.0 -419.899287 -0.029705 Long Open
20 20 (entries/exits stock two, DDOG) 8.707996 2023-01-04 68.498954 0.0 2023-01-23 73.922246 0.0 47.226014 0.079173 Long Closed
21 21 (entries/exits stock two, DDOG) 9.079224 2023-01-23 76.079715 0.0 2023-03-01 77.190001 0.0 -10.080528 -0.014594 Short Closed
22 22 (entries/exits stock two, DDOG) 11.146928 2023-03-01 71.816224 0.0 2023-05-04 73.170930 0.0 15.100805 0.018864 Long Closed
23 23 (entries/exits stock two, DDOG) 7.266453 2023-05-04 78.196034 0.0 2023-06-21 91.759113 0.0 -98.555477 -0.173450 Short Closed
24 24 (entries/exits stock two, DDOG) 5.627453 2023-06-21 92.179853 0.0 2023-07-10 100.871707 0.0 48.912999 0.094292 Long Closed
25 25 (entries/exits stock two, DDOG) 5.655857 2023-07-10 102.655913 0.0 2023-08-08 93.523591 0.0 51.651110 0.088961 Short Closed
26 26 (entries/exits stock two, DDOG) 5.863548 2023-08-08 88.300471 0.0 2023-09-05 97.152242 0.0 51.902787 0.100246 Long Closed
27 27 (entries/exits stock two, DDOG) 5.474200 2023-09-05 97.822837 0.0 2023-09-20 92.380944 0.0 29.790013 0.055630 Short Closed
28 28 (entries/exits stock two, DDOG) 8.059802 2023-09-20 89.863170 0.0 2023-11-07 99.298423 0.0 76.046269 0.104996 Long Closed
29 29 (entries/exits stock two, DDOG) 5.931382 2023-11-07 104.082222 0.0 2024-01-02 114.782225 0.0 -63.465807 -0.102803 Short Closed
30 30 (entries/exits stock two, DDOG) 5.180014 2024-01-02 115.049960 0.0 2024-01-17 125.403982 0.0 53.633972 0.089996 Long Closed
31 31 (entries/exits stock two, DDOG) 6.246840 2024-01-17 126.508452 0.0 2024-03-05 125.245416 0.0 7.889983 0.009984 Short Closed
32 32 (entries/exits stock two, DDOG) 5.937041 2024-03-05 123.404152 0.0 2024-04-02 124.290744 0.0 5.263730 0.007184 Long Closed
33 33 (entries/exits stock two, DDOG) 6.464088 2024-04-02 124.357476 0.0 2024-05-07 115.939845 0.0 54.412310 0.067689 Short Closed
34 34 (entries/exits stock two, DDOG) 7.167055 2024-05-07 113.023240 0.0 2024-06-26 121.939051 0.0 63.900106 0.078885 Long Closed
35 35 (entries/exits stock two, DDOG) 6.237006 2024-06-26 123.448211 0.0 2024-07-18 119.705849 0.0 23.341134 0.030315 Short Closed
36 36 (entries/exits stock two, DDOG) 8.892514 2024-07-18 116.343864 0.0 2024-09-24 116.361541 0.0 0.157194 0.000152 Long Closed
37 37 (entries/exits stock two, DDOG) 7.632169 2024-09-24 118.760473 0.0 2024-11-08 124.497687 0.0 -43.787386 -0.048309 Short Closed
38 38 (entries/exits stock two, DDOG) 5.939952 2024-11-08 124.443223 0.0 2024-11-14 131.292592 0.0 40.684930 0.055040 Long Closed
39 39 (entries/exits stock two, DDOG) 5.839907 2024-11-14 131.271526 0.0 2024-11-20 135.280061 0.0 -23.409474 -0.030536 Short Open
group
Start 2023-05-18 00:00:00
End 2025-04-17 00:00:00
Period 481 days 00:00:00
Start Value 10000.0
End Value 16373.35633
Total Return [%] 63.733563
Max Gross Exposure [%] 110.451364
Total Fees Paid 0.0
Max Drawdown [%] 15.395951
Max Drawdown Duration 85 days 00:00:00
Profit Factor 2.254096
Expectancy 9.74184
Sharpe Ratio 1.657562
Calmar Ratio 2.947326
Omega Ratio 1.273075
Sortino Ratio 2.498236
Skew -0.003386
Kurtosis 5.804198
Tail Ratio 1.136446
Common Sense Ratio 1.65213
Value at Risk -0.017363
Alpha 0.58948
Beta -0.272015
Position Id Column Size Entry Timestamp Avg Entry Price Entry Fees Exit Timestamp Avg Exit Price Exit Fees PnL Return Direction Status
0 0 (entries/exits, CSX) 311.191188 2023-06-02 30.892929 0.0 2023-06-21 32.057715 0.0 362.471262 0.037704 Long Closed
1 1 (entries/exits, CSX) 335.424383 2023-06-21 32.077280 0.0 2023-07-10 32.529327 0.0 -151.627399 -0.014092 Short Closed
2 2 (entries/exits, CSX) 305.860412 2023-07-10 32.515337 0.0 2023-08-08 30.320959 0.0 -671.173388 -0.067487 Long Closed
3 3 (entries/exits, CSX) 359.327743 2023-08-08 30.185337 0.0 2023-09-05 29.151308 0.0 371.555283 0.034256 Short Closed
4 4 (entries/exits, CSX) 333.628251 2023-09-05 29.060481 0.0 2023-09-20 30.403472 0.0 448.059618 0.046214 Long Closed
5 5 (entries/exits, CSX) 440.758382 2023-09-20 30.169463 0.0 2023-11-07 29.542563 0.0 276.311591 0.020779 Short Closed
6 6 (entries/exits, CSX) 356.422492 2023-11-07 29.493653 0.0 2024-01-02 33.696946 0.0 1498.148155 0.142515 Long Closed
7 7 (entries/exits, CSX) 359.268133 2024-01-02 33.738337 0.0 2024-01-17 33.524982 0.0 76.651500 0.006324 Short Closed
8 8 (entries/exits, CSX) 359.943961 2024-01-17 33.531732 0.0 2024-03-05 37.360080 0.0 1377.990846 0.114171 Long Closed
9 9 (entries/exits, CSX) 430.398619 2024-03-05 37.180392 0.0 2024-04-02 35.787457 0.0 599.517418 0.037464 Short Closed
10 10 (entries/exits, CSX) 392.454361 2024-04-02 35.668222 0.0 2024-05-07 33.207850 0.0 -965.583476 -0.068979 Long Closed
11 11 (entries/exits, CSX) 520.700004 2024-05-07 33.015053 0.0 2024-06-26 32.486992 0.0 274.961174 0.015995 Short Closed
12 12 (entries/exits, CSX) 412.018667 2024-06-26 32.393637 0.0 2024-07-18 34.352607 0.0 807.132244 0.060474 Long Closed
13 13 (entries/exits, CSX) 629.141215 2024-07-18 33.905721 0.0 2024-09-24 33.596771 0.0 194.373105 0.009112 Short Closed
14 14 (entries/exits, CSX) 429.525784 2024-09-24 33.610497 0.0 2024-11-08 35.424154 0.0 779.012146 0.053961 Long Closed
15 15 (entries/exits, CSX) 430.887453 2024-11-08 35.449285 0.0 2024-11-14 35.120734 0.0 141.568354 0.009268 Short Closed
16 16 (entries/exits, CSX) 438.714757 2024-11-14 35.052405 0.0 2024-12-30 31.808350 0.0 -1423.214962 -0.092549 Long Closed
17 17 (entries/exits, CSX) 484.344753 2024-12-30 31.783852 0.0 2025-01-28 32.344607 0.0 -271.598323 -0.017643 Short Closed
18 18 (entries/exits, CSX) 419.082096 2025-01-28 32.284801 0.0 2025-02-13 32.698070 0.0 173.193982 0.012801 Long Closed
19 19 (entries/exits, CSX) 804.456569 2025-02-13 30.862140 0.0 2025-04-17 28.008777 0.0 2295.406631 0.092455 Short Open
20 20 (entries/exits stock two, DDOG) 5.098322 2023-06-02 98.168143 0.0 2023-06-21 92.524784 0.0 28.771658 0.057487 Short Closed
21 21 (entries/exits stock two, DDOG) 5.186449 2023-06-21 92.181365 0.0 2023-07-10 100.867819 0.0 45.051850 0.094232 Long Closed
22 22 (entries/exits stock two, DDOG) 5.201767 2023-07-10 102.650826 0.0 2023-08-08 93.506534 0.0 47.566478 0.089082 Short Closed
23 23 (entries/exits stock two, DDOG) 5.394972 2023-08-08 88.302028 0.0 2023-09-05 97.146775 0.0 47.717168 0.100165 Long Closed
24 24 (entries/exits stock two, DDOG) 5.028101 2023-09-05 97.824245 0.0 2023-09-20 92.378447 0.0 27.382024 0.055669 Short Closed
25 25 (entries/exits stock two, DDOG) 7.423645 2023-09-20 89.851541 0.0 2023-11-07 99.282485 0.0 70.011980 0.104961 Long Closed
26 26 (entries/exits stock two, DDOG) 5.447339 2023-11-07 104.089644 0.0 2024-01-02 114.784564 0.0 -58.258852 -0.102747 Short Closed
27 27 (entries/exits stock two, DDOG) 4.764418 2024-01-02 115.049738 0.0 2024-01-17 125.399557 0.0 49.310865 0.089960 Long Closed
28 28 (entries/exits stock two, DDOG) 5.735012 2024-01-17 126.507274 0.0 2024-03-05 125.232462 0.0 7.311060 0.010077 Short Closed
29 29 (entries/exits stock two, DDOG) 5.464647 2024-03-05 123.403318 0.0 2024-04-02 124.290070 0.0 4.845785 0.007186 Long Closed
30 30 (entries/exits stock two, DDOG) 5.938295 2024-04-02 124.357715 0.0 2024-05-07 115.928228 0.0 50.056779 0.067784 Short Closed
31 31 (entries/exits stock two, DDOG) 6.595265 2024-05-07 113.026436 0.0 2024-06-26 121.931645 0.0 58.732214 0.078789 Long Closed
32 32 (entries/exits stock two, DDOG) 5.727501 2024-06-26 123.451545 0.0 2024-07-18 119.701004 0.0 21.481228 0.030381 Short Closed
33 33 (entries/exits stock two, DDOG) 8.189555 2024-07-18 116.331208 0.0 2024-09-24 116.356261 0.0 0.205173 0.000215 Long Closed
34 34 (entries/exits stock two, DDOG) 7.013519 2024-09-24 118.766153 0.0 2024-11-08 124.497317 0.0 -40.195626 -0.048256 Short Closed
35 35 (entries/exits stock two, DDOG) 5.460726 2024-11-08 124.443174 0.0 2024-11-14 131.291591 0.0 37.397335 0.055032 Long Closed
36 36 (entries/exits stock two, DDOG) 6.223536 2024-11-14 134.305309 0.0 2024-12-30 146.595794 0.0 -76.490277 -0.091512 Short Closed
37 37 (entries/exits stock two, DDOG) 4.747511 2024-12-30 143.793866 0.0 2025-01-28 150.536674 0.0 32.011558 0.046892 Long Closed
38 38 (entries/exits stock two, DDOG) 4.439817 2025-01-28 151.193028 0.0 2025-02-13 136.579663 0.0 64.880672 0.096654 Short Closed
39 39 (entries/exits stock two, DDOG) 10.709812 2025-02-13 116.236660 0.0 2025-04-17 94.052471 0.0 -237.588502 -0.190854 Long Open
group
Start 2023-10-11 00:00:00
End 2025-09-11 00:00:00
Period 481 days 00:00:00
Start Value 10000.0
End Value 20277.445611
Total Return [%] 102.774456
Max Gross Exposure [%] 110.477505
Total Fees Paid 0.0
Max Drawdown [%] 15.357386
Max Drawdown Duration 85 days 00:00:00
Profit Factor 4.161686
Expectancy 20.363194
Sharpe Ratio 2.263579
Calmar Ratio 4.622581
Omega Ratio 1.3944
Sortino Ratio 3.643043
Skew 0.283036
Kurtosis 5.324101
Tail Ratio 1.367663
Common Sense Ratio 2.338577
Value at Risk -0.01663
Alpha 0.871852
Beta -0.168697
Position Id Column Size Entry Timestamp Avg Entry Price Entry Fees Exit Timestamp Avg Exit Price Exit Fees PnL Return Direction Status
0 0 (entries/exits, CSX) 358.126037 2023-10-20 29.765484 0.0 2023-11-07 29.453323 0.0 111.793228 0.010487 Short Closed
1 1 (entries/exits, CSX) 333.096523 2023-11-07 29.494487 0.0 2024-01-02 33.695075 0.0 1399.201508 0.142419 Long Closed
2 2 (entries/exits, CSX) 335.503085 2024-01-02 33.738337 0.0 2024-01-17 33.524952 0.0 71.591324 0.006325 Short Closed
3 3 (entries/exits, CSX) 336.336025 2024-01-17 33.532544 0.0 2024-03-05 37.358550 0.0 1286.823581 0.114098 Long Closed
4 4 (entries/exits, CSX) 401.807023 2024-03-05 37.180602 0.0 2024-04-02 35.787386 0.0 559.803626 0.037472 Short Closed
5 5 (entries/exits, CSX) 366.641227 2024-04-02 35.667108 0.0 2024-05-07 33.208221 0.0 -901.529528 -0.068940 Long Closed
6 6 (entries/exits, CSX) 486.225514 2024-05-07 33.015217 0.0 2024-06-26 32.486936 0.0 256.863683 0.016001 Short Closed
7 7 (entries/exits, CSX) 384.971257 2024-06-26 32.393908 0.0 2024-07-18 34.352277 0.0 753.915896 0.060455 Long Closed
8 8 (entries/exits, CSX) 587.349413 2024-07-18 33.906221 0.0 2024-09-24 33.596918 0.0 181.669316 0.009122 Short Closed
9 9 (entries/exits, CSX) 401.440696 2024-09-24 33.610281 0.0 2024-11-08 35.423130 0.0 727.751192 0.053937 Long Closed
10 10 (entries/exits, CSX) 402.388360 2024-11-08 35.449284 0.0 2024-11-14 35.120657 0.0 132.235850 0.009270 Short Closed
11 11 (entries/exits, CSX) 410.053727 2024-11-14 35.051054 0.0 2024-12-30 31.810532 0.0 -1328.788083 -0.092451 Long Closed
12 12 (entries/exits, CSX) 452.325781 2024-12-30 31.783875 0.0 2025-01-28 32.344510 0.0 -253.590053 -0.017639 Short Closed
13 13 (entries/exits, CSX) 391.539309 2025-01-28 32.284856 0.0 2025-02-13 32.698050 0.0 161.781884 0.012798 Long Closed
14 14 (entries/exits, CSX) 766.228027 2025-02-13 30.792074 0.0 2025-04-25 28.117569 0.0 2049.280478 0.086857 Short Closed
15 15 (entries/exits, CSX) 539.366057 2025-04-25 27.709414 0.0 2025-08-01 34.739593 0.0 3791.839674 0.253711 Long Closed
16 16 (entries/exits, CSX) 673.565497 2025-08-01 34.664598 0.0 2025-08-28 32.909845 0.0 1181.941270 0.050621 Short Closed
17 17 (entries/exits, CSX) 591.503542 2025-08-28 32.529073 0.0 2025-09-11 32.848873 0.0 189.162914 0.009831 Long Open
18 18 (entries/exits stock two, DDOG) 6.219248 2023-10-20 85.357207 0.0 2023-11-07 100.598050 0.0 94.786575 0.178554 Long Closed
19 19 (entries/exits stock two, DDOG) 5.334462 2023-11-07 104.087502 0.0 2024-01-02 114.783891 0.0 -57.059473 -0.102763 Short Closed
20 20 (entries/exits stock two, DDOG) 4.663677 2024-01-02 115.049802 0.0 2024-01-17 125.400834 0.0 48.273867 0.089970 Long Closed
21 21 (entries/exits stock two, DDOG) 5.616753 2024-01-17 126.507614 0.0 2024-03-05 125.236204 0.0 7.141199 0.010050 Short Closed
22 22 (entries/exits stock two, DDOG) 5.347989 2024-03-05 123.403559 0.0 2024-04-02 124.290264 0.0 4.742091 0.007185 Long Closed
23 23 (entries/exits stock two, DDOG) 5.814761 2024-04-02 124.357646 0.0 2024-05-07 115.931582 0.0 48.995544 0.067757 Short Closed
24 24 (entries/exits stock two, DDOG) 6.454904 2024-05-07 113.025516 0.0 2024-06-26 121.933780 0.0 57.501993 0.078816 Long Closed
25 25 (entries/exits stock two, DDOG) 5.608969 2024-06-26 123.450583 0.0 2024-07-18 119.702402 0.0 21.023429 0.030362 Short Closed
26 26 (entries/exits stock two, DDOG) 8.013435 2024-07-18 116.334854 0.0 2024-09-24 116.357783 0.0 0.183738 0.000197 Long Closed
27 27 (entries/exits stock two, DDOG) 6.867010 2024-09-24 118.764514 0.0 2024-11-08 124.497424 0.0 -39.367944 -0.048271 Short Closed
28 28 (entries/exits stock two, DDOG) 5.346018 2024-11-08 124.443188 0.0 2024-11-14 131.291880 0.0 36.613231 0.055035 Long Closed
29 29 (entries/exits stock two, DDOG) 6.095656 2024-11-14 134.309375 0.0 2024-12-30 146.596074 0.0 -74.895499 -0.091481 Short Closed
30 30 (entries/exits stock two, DDOG) 4.647297 2024-12-30 143.794583 0.0 2025-01-28 150.539278 0.0 31.344603 0.046905 Long Closed
31 31 (entries/exits stock two, DDOG) 4.348400 2025-01-28 151.191749 0.0 2025-02-13 136.581242 0.0 63.532327 0.096636 Short Closed
32 32 (entries/exits stock two, DDOG) 10.716514 2025-02-13 115.639790 0.0 2025-04-25 101.068651 0.0 -156.151821 -0.126005 Long Closed
33 33 (entries/exits stock two, DDOG) 9.853594 2025-04-25 110.214787 0.0 2025-08-01 134.113317 0.0 -235.486422 -0.216836 Short Closed
34 34 (entries/exits stock two, DDOG) 8.080018 2025-08-01 134.276965 0.0 2025-08-28 139.809890 0.0 44.706131 0.041205 Long Closed
35 35 (entries/exits stock two, DDOG) 7.132586 2025-08-28 140.446376 0.0 2025-09-11 139.070397 0.0 9.814286 0.009797 Short Open
group
Start 2022-12-22 00:00:00
End 2024-11-20 00:00:00
Period 481 days 00:00:00
Start Value 10000.0
End Value 15925.340955
Total Return [%] 59.25341
Max Gross Exposure [%] 35937.976971
Total Fees Paid 0.0
Max Drawdown [%] 11.494744
Max Drawdown Duration 112 days 00:00:00
Profit Factor 2.337856
Expectancy 10.727842
Sharpe Ratio 2.155536
Calmar Ratio 3.684141
Omega Ratio 1.3886
Sortino Ratio 3.665276
Skew 0.837183
Kurtosis 3.758924
Tail Ratio 1.163332
Common Sense Ratio 1.655982
Value at Risk -0.012855
Alpha 0.41342
Beta 0.061037
Position Id Column Size Entry Timestamp Avg Entry Price Entry Fees Exit Timestamp Avg Exit Price Exit Fees PnL Return Direction Status
0 0 (entries/exits, DGX) 42.351032 2023-01-12 139.925481 0.0 2023-02-16 139.304892 0.0 -26.282596 -0.004435 Long Closed
1 1 (entries/exits, DGX) 41.271165 2023-02-16 139.133459 0.0 2023-02-24 133.085240 0.0 249.617021 0.043471 Short Closed
2 2 (entries/exits, DGX) 47.035453 2023-02-24 132.288802 0.0 2023-03-24 132.721094 0.0 20.333079 0.003268 Long Closed
3 3 (entries/exits, DGX) 48.460165 2023-03-24 133.191251 0.0 2023-04-28 133.018799 0.0 8.357058 0.001295 Short Closed
4 4 (entries/exits, DGX) 47.828091 2023-04-28 131.976520 0.0 2023-06-01 127.968360 0.0 -191.702616 -0.030370 Long Closed
5 5 (entries/exits, DGX) 49.953190 2023-06-01 128.420250 0.0 2023-07-26 131.302659 0.0 -143.985572 -0.022445 Short Closed
6 6 (entries/exits, DGX) 50.737407 2023-07-26 130.522850 0.0 2023-08-30 129.204178 0.0 -66.906021 -0.010103 Long Closed
7 7 (entries/exits, DGX) 48.915599 2023-08-30 129.220047 0.0 2023-08-31 126.168968 0.0 149.245347 0.023611 Short Closed
8 8 (entries/exits, DGX) 56.666342 2023-08-31 125.486320 0.0 2023-10-05 118.726466 0.0 -383.056197 -0.053869 Long Closed
9 9 (entries/exits, DGX) 66.910372 2023-10-05 119.529135 0.0 2023-12-05 128.673607 0.0 -611.860050 -0.076504 Short Closed
10 10 (entries/exits, DGX) 49.462540 2023-12-05 130.175537 0.0 2023-12-12 134.452412 0.0 211.545093 0.032855 Long Closed
11 11 (entries/exits, DGX) 53.573238 2023-12-12 134.281248 0.0 2023-12-26 132.045493 0.0 119.776617 0.016650 Short Closed
12 12 (entries/exits, DGX) 64.058806 2023-12-26 130.965491 0.0 2024-03-28 128.449812 0.0 -161.151370 -0.019209 Long Closed
13 13 (entries/exits, DGX) 53.535238 2024-03-28 129.044002 0.0 2024-04-12 125.611357 0.0 183.767440 0.026601 Short Closed
14 14 (entries/exits, DGX) 53.204964 2024-04-12 125.385015 0.0 2024-04-23 133.227974 0.0 417.284332 0.062551 Long Closed
15 15 (entries/exits, DGX) 58.064600 2024-04-23 133.420871 0.0 2024-05-21 139.271723 0.0 -339.727431 -0.043853 Short Closed
16 16 (entries/exits, DGX) 54.808802 2024-05-21 139.484760 0.0 2024-06-26 135.353732 0.0 -226.416693 -0.029616 Long Closed
17 17 (entries/exits, DGX) 61.636317 2024-06-26 135.631059 0.0 2024-07-31 139.771750 0.0 -255.216908 -0.030529 Short Closed
18 18 (entries/exits, DGX) 51.585598 2024-07-31 139.615444 0.0 2024-08-02 147.220016 0.0 392.286399 0.054468 Long Closed
19 19 (entries/exits, DGX) 60.506357 2024-08-02 147.367782 0.0 2024-09-19 151.869944 0.0 -272.409426 -0.030551 Short Closed
20 20 (entries/exits, DGX) 55.563859 2024-09-19 151.844205 0.0 2024-10-22 154.826476 0.0 165.706523 0.019640 Long Closed
21 21 (entries/exits, DGX) 55.269672 2024-10-22 155.116304 0.0 2024-11-14 154.736068 0.0 21.015517 0.002451 Short Closed
22 22 (entries/exits, DGX) 53.790359 2024-11-14 154.639228 0.0 2024-11-20 159.024776 0.0 235.900220 0.028360 Long Open
23 23 (entries/exits stock two, JCI) 90.838341 2023-01-12 64.278273 0.0 2023-02-16 61.425503 0.0 259.140899 0.044382 Short Closed
24 24 (entries/exits stock two, JCI) 80.965934 2023-02-16 60.999256 0.0 2023-02-24 59.271704 0.0 -139.872829 -0.028321 Long Closed
25 25 (entries/exits stock two, JCI) 100.256219 2023-02-24 58.785656 0.0 2023-03-24 55.971311 0.0 282.155619 0.047875 Short Closed
26 26 (entries/exits stock two, JCI) 94.742915 2023-03-24 55.449401 0.0 2023-04-28 56.954635 0.0 142.610234 0.027146 Long Closed
27 27 (entries/exits stock two, JCI) 103.705433 2023-04-28 57.132717 0.0 2023-06-01 57.510642 0.0 -39.192895 -0.006615 Short Closed
28 28 (entries/exits stock two, JCI) 90.930544 2023-06-01 57.437706 0.0 2023-07-26 65.416626 0.0 725.527482 0.138914 Long Closed
29 29 (entries/exits stock two, JCI) 105.547534 2023-07-26 64.239345 0.0 2023-08-30 56.919817 0.0 772.558087 0.113942 Short Closed
30 30 (entries/exits stock two, JCI) 97.762115 2023-08-30 56.581028 0.0 2023-08-31 56.609787 0.0 2.811541 0.000508 Long Closed
31 31 (entries/exits stock two, JCI) 121.672202 2023-08-31 55.937197 0.0 2023-10-05 49.887642 0.0 736.062615 0.108149 Short Closed
32 32 (entries/exits stock two, JCI) 132.219443 2023-10-05 49.404560 0.0 2023-12-05 51.884842 0.0 327.941505 0.050204 Long Closed
33 33 (entries/exits stock two, JCI) 107.298476 2023-12-05 52.514156 0.0 2023-12-12 51.441687 0.0 115.074287 0.020422 Short Closed
34 34 (entries/exits stock two, JCI) 116.024791 2023-12-12 51.325945 0.0 2023-12-26 55.843930 0.0 524.198252 0.088025 Long Closed
35 35 (entries/exits stock two, JCI) 158.524878 2023-12-26 55.173003 0.0 2024-03-28 60.274948 0.0 -808.785261 -0.092472 Short Closed
36 36 (entries/exits stock two, JCI) 91.814759 2024-03-28 63.817868 0.0 2024-04-12 63.806714 0.0 -1.024119 -0.000175 Long Closed
37 37 (entries/exits stock two, JCI) 93.700835 2024-04-12 63.747662 0.0 2024-04-23 63.666921 0.0 7.565414 0.001267 Short Closed
38 38 (entries/exits stock two, JCI) 98.816788 2024-04-23 63.482109 0.0 2024-05-21 70.386040 0.0 682.224346 0.108754 Long Closed
39 39 (entries/exits stock two, JCI) 102.638266 2024-05-21 70.709890 0.0 2024-06-26 65.241570 0.0 561.258926 0.077335 Short Closed
40 40 (entries/exits stock two, JCI) 105.287565 2024-06-26 64.983758 0.0 2024-07-31 70.016809 0.0 529.917740 0.077451 Long Closed
41 41 (entries/exits stock two, JCI) 94.632172 2024-07-31 70.239167 0.0 2024-08-02 66.242737 0.0 378.190910 0.056897 Short Closed
42 42 (entries/exits stock two, JCI) 111.985786 2024-08-02 66.284959 0.0 2024-09-19 72.297770 0.0 673.349365 0.090712 Long Closed
43 43 (entries/exits stock two, JCI) 100.433585 2024-09-19 73.079842 0.0 2024-10-22 75.640477 0.0 -257.173849 -0.035039 Short Closed
44 44 (entries/exits stock two, JCI) 95.165562 2024-10-22 75.666258 0.0 2024-11-14 83.726467 0.0 767.054334 0.106523 Long Closed
45 45 (entries/exits stock two, JCI) 90.805072 2024-11-14 83.999125 0.0 2024-11-20 81.932846 0.0 187.628585 0.024599 Short Open
group
Start 2023-05-18 00:00:00
End 2025-04-17 00:00:00
Period 481 days 00:00:00
Start Value 10000.0
End Value 15148.933466
Total Return [%] 51.489335
Max Gross Exposure [%] 636.969081
Total Fees Paid 0.0
Max Drawdown [%] 10.82953
Max Drawdown Duration 112 days 00:00:00
Profit Factor 2.04193
Expectancy 9.36108
Sharpe Ratio 1.823127
Calmar Ratio 3.421239
Omega Ratio 1.319138
Sortino Ratio 3.005511
Skew 0.665766
Kurtosis 3.699302
Tail Ratio 1.216133
Common Sense Ratio 1.666716
Value at Risk -0.013508
Alpha 0.370098
Beta 0.076238
Position Id Column Size Entry Timestamp Avg Entry Price Entry Fees Exit Timestamp Avg Exit Price Exit Fees PnL Return Direction Status
0 0 (entries/exits, DGX) 51.255022 2023-06-01 128.418399 0.0 2023-07-26 131.316692 0.0 -148.552038 -0.022569 Short Closed
1 1 (entries/exits, DGX) 51.137857 2023-07-26 130.540464 0.0 2023-08-30 129.205703 0.0 -68.256832 -0.010225 Long Closed
2 2 (entries/exits, DGX) 49.471497 2023-08-30 129.220047 0.0 2023-08-31 126.168968 0.0 150.941434 0.023611 Short Closed
3 3 (entries/exits, DGX) 56.771220 2023-08-31 125.548390 0.0 2023-10-05 118.723413 0.0 -387.462289 -0.054361 Long Closed
4 4 (entries/exits, DGX) 67.359275 2023-10-05 119.526270 0.0 2023-12-05 128.662754 0.0 -615.426940 -0.076439 Short Closed
5 5 (entries/exits, DGX) 49.293408 2023-12-05 130.175537 0.0 2023-12-12 134.460544 0.0 211.222601 0.032917 Long Closed
6 6 (entries/exits, DGX) 53.512099 2023-12-12 134.275214 0.0 2023-12-26 132.046128 0.0 119.283052 0.016601 Short Closed
7 7 (entries/exits, DGX) 62.574644 2023-12-26 131.049910 0.0 2024-03-28 128.507174 0.0 -159.110784 -0.019403 Long Closed
8 8 (entries/exits, DGX) 53.661129 2024-03-28 129.040203 0.0 2024-04-12 125.618908 0.0 183.590533 0.026513 Short Closed
9 9 (entries/exits, DGX) 53.150752 2024-04-12 125.387154 0.0 2024-04-23 133.242434 0.0 417.514039 0.062648 Long Closed
10 10 (entries/exits, DGX) 58.240307 2024-04-23 133.414046 0.0 2024-05-21 139.262987 0.0 -340.644116 -0.043841 Short Closed
11 11 (entries/exits, DGX) 54.106696 2024-05-21 139.518136 0.0 2024-06-26 135.342878 0.0 -225.909409 -0.029926 Long Closed
12 12 (entries/exits, DGX) 61.269483 2024-06-26 135.645322 0.0 2024-07-31 139.784630 0.0 -253.613260 -0.030516 Short Closed
13 13 (entries/exits, DGX) 50.879622 2024-07-31 139.612791 0.0 2024-08-02 147.220016 0.0 387.052768 0.054488 Long Closed
14 14 (entries/exits, DGX) 59.687055 2024-08-02 147.352253 0.0 2024-09-19 151.847676 0.0 -268.318556 -0.030508 Short Closed
15 15 (entries/exits, DGX) 54.074408 2024-09-19 151.872936 0.0 2024-10-22 154.863447 0.0 161.710069 0.019691 Long Closed
16 16 (entries/exits, DGX) 54.121342 2024-10-22 155.115468 0.0 2024-11-14 154.739839 0.0 20.329541 0.002422 Short Closed
17 17 (entries/exits, DGX) 58.123845 2024-11-14 154.419349 0.0 2025-01-13 151.995053 0.0 -140.909400 -0.015699 Long Closed
18 18 (entries/exits, DGX) 55.815247 2025-01-13 151.763871 0.0 2025-01-17 149.786743 0.0 110.353888 0.013028 Short Closed
19 19 (entries/exits, DGX) 55.962383 2025-01-17 149.784437 0.0 2025-01-24 153.800212 0.0 224.732319 0.026810 Long Closed
20 20 (entries/exits, DGX) 70.150731 2025-01-24 156.180982 0.0 2025-03-19 166.652604 0.0 -734.591945 -0.067048 Short Closed
21 21 (entries/exits, DGX) 53.634428 2025-03-19 166.281661 0.0 2025-04-07 163.653552 0.0 -140.957124 -0.015805 Long Closed
22 22 (entries/exits, DGX) 56.169509 2025-04-07 163.421127 0.0 2025-04-17 163.194427 0.0 12.733647 0.001387 Short Open
23 23 (entries/exits stock two, JCI) 78.094902 2023-06-01 57.458545 0.0 2023-07-26 65.379435 0.0 618.581135 0.137854 Long Closed
24 24 (entries/exits stock two, JCI) 88.838976 2023-07-26 64.286207 0.0 2023-08-30 56.919213 0.0 654.476189 0.114597 Short Closed
25 25 (entries/exits stock two, JCI) 82.422315 2023-08-30 56.581028 0.0 2023-08-31 56.609787 0.0 2.370384 0.000508 Long Closed
26 26 (entries/exits stock two, JCI) 101.891000 2023-08-31 55.956070 0.0 2023-10-05 49.888382 0.0 618.242771 0.108437 Short Closed
27 27 (entries/exits stock two, JCI) 111.722498 2023-10-05 49.395124 0.0 2023-12-05 51.838615 0.0 272.992893 0.049468 Long Closed
28 28 (entries/exits stock two, JCI) 89.139980 2023-12-05 52.514156 0.0 2023-12-12 51.435670 0.0 96.136236 0.020537 Short Closed
29 29 (entries/exits stock two, JCI) 96.678377 2023-12-12 51.325837 0.0 2023-12-26 55.831524 0.0 435.602467 0.087786 Long Closed
30 30 (entries/exits stock two, JCI) 130.276467 2023-12-26 55.203056 0.0 2024-03-28 60.330412 0.0 -667.973711 -0.092882 Short Closed
31 31 (entries/exits stock two, JCI) 76.762119 2024-03-28 63.816799 0.0 2024-04-12 63.807120 0.0 -0.742928 -0.000152 Long Closed
32 32 (entries/exits stock two, JCI) 78.160844 2024-04-12 63.747719 0.0 2024-04-23 63.666659 0.0 6.335755 0.001272 Short Closed
33 33 (entries/exits stock two, JCI) 83.088895 2024-04-23 63.466232 0.0 2024-05-21 70.321661 0.0 569.610058 0.108017 Long Closed
34 34 (entries/exits stock two, JCI) 84.699893 2024-05-21 70.724742 0.0 2024-06-26 65.234124 0.0 465.054763 0.077634 Short Closed
35 35 (entries/exits stock two, JCI) 87.545965 2024-06-26 64.999580 0.0 2024-07-31 69.996030 0.0 437.419080 0.076869 Long Closed
36 36 (entries/exits stock two, JCI) 77.807376 2024-07-31 70.238128 0.0 2024-08-02 66.242737 0.0 310.870877 0.056884 Short Closed
37 37 (entries/exits stock two, JCI) 92.682793 2024-08-02 66.287625 0.0 2024-09-19 72.249596 0.0 552.572161 0.089941 Long Closed
38 38 (entries/exits stock two, JCI) 81.730493 2024-09-19 73.072626 0.0 2024-10-22 75.637110 0.0 -209.596535 -0.035095 Short Closed
39 39 (entries/exits stock two, JCI) 78.202247 2024-10-22 75.665512 0.0 2024-11-14 83.698849 0.0 628.224981 0.106169 Long Closed
40 40 (entries/exits stock two, JCI) 91.916963 2024-11-14 83.249055 0.0 2025-01-13 79.195375 0.0 372.601953 0.048693 Short Closed
41 41 (entries/exits stock two, JCI) 77.369585 2025-01-13 78.661805 0.0 2025-01-17 80.471536 0.0 140.018100 0.023006 Long Closed
42 42 (entries/exits stock two, JCI) 76.117760 2025-01-17 80.489079 0.0 2025-01-24 80.956434 0.0 -35.574040 -0.005806 Short Closed
43 43 (entries/exits stock two, JCI) 90.684510 2025-01-24 80.764024 0.0 2025-03-19 82.417766 0.0 149.968730 0.020476 Long Closed
44 44 (entries/exits stock two, JCI) 94.040741 2025-03-19 80.873695 0.0 2025-04-07 72.637361 0.0 774.550895 0.101842 Short Closed
45 45 (entries/exits stock two, JCI) 92.290944 2025-04-07 71.941415 0.0 2025-04-17 76.724983 0.0 441.480053 0.066493 Long Open
group
Start 2023-10-11 00:00:00
End 2025-09-11 00:00:00
Period 481 days 00:00:00
Start Value 10000.0
End Value 13184.357005
Total Return [%] 31.84357
Max Gross Exposure [%] 951.55775
Total Fees Paid 0.0
Max Drawdown [%] 10.905838
Max Drawdown Duration 112 days 00:00:00
Profit Factor 1.699248
Expectancy 6.423572
Sharpe Ratio 1.195335
Calmar Ratio 2.140166
Omega Ratio 1.195605
Sortino Ratio 1.882902
Skew 0.509751
Kurtosis 3.228508
Tail Ratio 1.140669
Common Sense Ratio 1.406905
Value at Risk -0.014719
Alpha 0.226452
Beta 0.067493
Position Id Column Size Entry Timestamp Avg Entry Price Entry Fees Exit Timestamp Avg Exit Price Exit Fees PnL Return Direction Status
0 0 (entries/exits, DGX) 55.705869 2023-10-18 119.438014 0.0 2023-12-05 129.189126 0.0 -543.194189 -0.081642 Short Closed
1 1 (entries/exits, DGX) 42.971526 2023-12-05 130.175537 0.0 2023-12-12 134.459600 0.0 184.092712 0.032910 Long Closed
2 2 (entries/exits, DGX) 46.633525 2023-12-12 134.276140 0.0 2023-12-26 132.046124 0.0 103.993517 0.016608 Short Closed
3 3 (entries/exits, DGX) 54.677020 2023-12-26 131.039989 0.0 2024-03-28 128.500436 0.0 -138.855185 -0.019380 Long Closed
4 4 (entries/exits, DGX) 46.747943 2024-03-28 129.040643 0.0 2024-04-12 125.618034 0.0 159.999944 0.026523 Short Closed
5 5 (entries/exits, DGX) 46.321416 2024-04-12 125.386906 0.0 2024-04-23 133.240755 0.0 363.801434 0.062637 Long Closed
6 6 (entries/exits, DGX) 50.729126 2024-04-23 133.414785 0.0 2024-05-21 139.264427 0.0 -296.747238 -0.043846 Short Closed
7 7 (entries/exits, DGX) 47.219778 2024-05-21 139.514237 0.0 2024-06-26 135.344146 0.0 -196.910800 -0.029890 Long Closed
8 8 (entries/exits, DGX) 53.427484 2024-06-26 135.643617 0.0 2024-07-31 139.783117 0.0 -221.163049 -0.030517 Short Closed
9 9 (entries/exits, DGX) 44.408011 2024-07-31 139.613098 0.0 2024-08-02 147.220016 0.0 337.808103 0.054486 Long Closed
10 10 (entries/exits, DGX) 52.094302 2024-08-02 147.354053 0.0 2024-09-19 151.850260 0.0 -234.226769 -0.030513 Short Closed
11 11 (entries/exits, DGX) 47.270043 2024-09-19 151.869581 0.0 2024-10-22 154.859133 0.0 141.316231 0.019685 Long Closed
12 12 (entries/exits, DGX) 47.277118 2024-10-22 155.115562 0.0 2024-11-14 154.739401 0.0 17.783812 0.002425 Short Closed
13 13 (entries/exits, DGX) 50.848894 2024-11-14 154.417090 0.0 2025-01-13 151.996820 0.0 -123.068019 -0.015674 Long Closed
14 14 (entries/exits, DGX) 48.783452 2025-01-13 151.764254 0.0 2025-01-17 149.786692 0.0 96.472285 0.013030 Short Closed
15 15 (entries/exits, DGX) 48.920608 2025-01-17 149.784456 0.0 2025-01-24 153.799911 0.0 196.438498 0.026808 Long Closed
16 16 (entries/exits, DGX) 61.304214 2025-01-24 156.179045 0.0 2025-03-19 166.653553 0.0 -642.131498 -0.067067 Short Closed
17 17 (entries/exits, DGX) 46.954549 2025-03-19 166.279896 0.0 2025-04-07 163.654533 0.0 -123.272742 -0.015789 Long Closed
18 18 (entries/exits, DGX) 52.877464 2025-04-07 164.189895 0.0 2025-05-08 174.536390 0.0 -547.096439 -0.063015 Short Closed
19 19 (entries/exits, DGX) 46.910153 2025-05-08 175.010747 0.0 2025-06-20 178.303608 0.0 154.468584 0.018815 Long Closed
20 20 (entries/exits, DGX) 44.040382 2025-06-20 178.568911 0.0 2025-07-02 175.852298 0.0 119.640697 0.015213 Short Closed
21 21 (entries/exits, DGX) 48.332274 2025-07-02 175.246892 0.0 2025-08-05 173.261950 0.0 -95.936753 -0.011327 Long Closed
22 22 (entries/exits, DGX) 50.712740 2025-08-05 174.056570 0.0 2025-09-11 183.009295 0.0 -454.017214 -0.051436 Short Open
23 23 (entries/exits stock two, JCI) 95.539444 2023-10-18 48.687049 0.0 2023-12-05 51.887495 0.0 305.768829 0.065735 Long Closed
24 24 (entries/exits stock two, JCI) 79.383035 2023-12-05 52.514156 0.0 2023-12-12 51.436369 0.0 85.558021 0.020524 Short Closed
25 25 (entries/exits stock two, JCI) 86.066463 2023-12-12 51.325849 0.0 2023-12-26 55.832961 0.0 387.911153 0.087814 Long Closed
26 26 (entries/exits stock two, JCI) 116.163295 2023-12-26 55.199550 0.0 2024-03-28 60.323953 0.0 -595.267599 -0.092834 Short Closed
27 27 (entries/exits stock two, JCI) 68.309982 2024-03-28 63.816922 0.0 2024-04-12 63.807073 0.0 -0.672798 -0.000154 Long Closed
28 28 (entries/exits stock two, JCI) 69.573063 2024-04-12 63.747712 0.0 2024-04-23 63.666689 0.0 5.637029 0.001271 Short Closed
29 29 (entries/exits stock two, JCI) 73.891314 2024-04-23 63.468066 0.0 2024-05-21 70.329102 0.0 506.970967 0.108102 Long Closed
30 30 (entries/exits stock two, JCI) 75.488064 2024-05-21 70.723012 0.0 2024-06-26 65.234990 0.0 414.280111 0.077599 Short Closed
31 31 (entries/exits stock two, JCI) 77.956558 2024-06-26 64.997765 0.0 2024-07-31 69.998426 0.0 389.834311 0.076936 Long Closed
32 32 (entries/exits stock two, JCI) 69.374751 2024-07-31 70.238249 0.0 2024-08-02 66.242737 0.0 277.187630 0.056885 Short Closed
33 33 (entries/exits stock two, JCI) 82.575379 2024-08-02 66.287322 0.0 2024-09-19 72.255149 0.0 492.795594 0.090030 Long Closed
34 34 (entries/exits stock two, JCI) 72.960049 2024-09-19 73.073464 0.0 2024-10-22 75.637502 0.0 -187.072282 -0.035088 Short Closed
35 35 (entries/exits stock two, JCI) 69.731579 2024-10-22 75.665601 0.0 2024-11-14 83.702047 0.0 560.394132 0.106210 Long Closed
36 36 (entries/exits stock two, JCI) 82.114408 2024-11-14 83.245442 0.0 2025-01-13 79.195622 0.0 332.548579 0.048649 Short Closed
37 37 (entries/exits stock two, JCI) 69.076810 2025-01-13 78.661787 0.0 2025-01-17 80.471655 0.0 125.019907 0.023008 Long Closed
38 38 (entries/exits stock two, JCI) 67.975701 2025-01-17 80.489131 0.0 2025-01-24 80.956550 0.0 -31.773126 -0.005807 Short Closed
39 39 (entries/exits stock two, JCI) 80.857127 2025-01-24 80.765515 0.0 2025-03-19 82.416569 0.0 133.499448 0.020443 Long Closed
40 40 (entries/exits stock two, JCI) 84.089626 2025-03-19 80.867759 0.0 2025-04-07 72.638701 0.0 691.978429 0.101759 Short Closed
41 41 (entries/exits stock two, JCI) 85.005856 2025-04-07 72.105800 0.0 2025-05-08 88.348101 0.0 1380.690707 0.225257 Long Closed
42 42 (entries/exits stock two, JCI) 70.750196 2025-05-08 91.739812 0.0 2025-06-20 101.188329 0.0 -668.484470 -0.102993 Short Closed
43 43 (entries/exits stock two, JCI) 56.361837 2025-06-20 101.904378 0.0 2025-07-02 105.055893 0.0 177.625189 0.030926 Long Closed
44 44 (entries/exits stock two, JCI) 64.214137 2025-07-02 105.065815 0.0 2025-08-05 105.410394 0.0 -22.126866 -0.003280 Short Closed
45 45 (entries/exits stock two, JCI) 58.065612 2025-08-05 104.892723 0.0 2025-09-11 107.697450 0.0 162.858185 0.026739 Long Open
group
Start 2022-12-22 00:00:00
End 2024-11-20 00:00:00
Period 481 days 00:00:00
Start Value 10000.0
End Value 15797.399865
Total Return [%] 57.973999
Max Gross Exposure [%] 117.93517
Total Fees Paid 0.0
Max Drawdown [%] 11.427316
Max Drawdown Duration 108 days 00:00:00
Profit Factor 2.930729
Expectancy 12.129442
Sharpe Ratio 1.734082
Calmar Ratio 3.629865
Omega Ratio 1.305238
Sortino Ratio 2.864114
Skew 1.433116
Kurtosis 11.856249
Tail Ratio 1.048018
Common Sense Ratio 1.482732
Value at Risk -0.01455
Alpha 0.377442
Beta 0.139432
Position Id Column Size Entry Timestamp Avg Entry Price Entry Fees Exit Timestamp Avg Exit Price Exit Fees PnL Return Direction Status
0 0 (entries/exits, EA) 82.152598 2023-01-05 122.810304 0.0 2023-02-01 116.159077 0.0 546.415593 0.054159 Short Closed
1 1 (entries/exits, EA) 88.295911 2023-02-01 114.937023 0.0 2023-03-01 108.952120 0.0 -528.442475 -0.052071 Long Closed
2 2 (entries/exits, EA) 97.596568 2023-03-01 109.108514 0.0 2023-03-29 116.620424 0.0 -733.136643 -0.068848 Short Closed
3 3 (entries/exits, EA) 76.379014 2023-03-29 117.669068 0.0 2023-06-07 124.720668 0.0 538.594263 0.059927 Long Closed
4 4 (entries/exits, EA) 81.343509 2023-06-07 124.698980 0.0 2023-06-22 124.083559 0.0 50.060583 0.004935 Short Closed
5 5 (entries/exits, EA) 76.110544 2023-06-22 123.988422 0.0 2023-07-20 135.453306 0.0 872.598581 0.092467 Long Closed
6 6 (entries/exits, EA) 107.975360 2023-07-20 131.859462 0.0 2023-08-29 120.210315 0.0 1257.820852 0.088345 Short Closed
7 7 (entries/exits, EA) 96.015417 2023-08-29 119.695132 0.0 2023-10-12 130.085009 0.0 997.588296 0.086803 Long Closed
8 8 (entries/exits, EA) 112.463220 2023-10-12 129.260083 0.0 2023-11-02 126.771077 0.0 279.921729 0.019256 Short Closed
9 9 (entries/exits, EA) 99.669144 2023-11-02 126.972507 0.0 2023-11-30 136.745929 0.0 974.108661 0.076973 Long Closed
10 10 (entries/exits, EA) 107.222367 2023-11-30 136.780604 0.0 2023-12-18 136.986077 0.0 -22.031307 -0.001502 Short Closed
11 11 (entries/exits, EA) 99.425898 2023-12-18 136.840535 0.0 2024-01-04 134.748844 0.0 -207.968249 -0.015286 Long Closed
12 12 (entries/exits, EA) 100.029906 2024-01-04 134.747699 0.0 2024-01-11 136.486954 0.0 -173.977587 -0.012907 Short Closed
13 13 (entries/exits, EA) 98.561247 2024-01-11 136.510644 0.0 2024-03-05 135.290108 0.0 -120.297598 -0.008941 Long Closed
14 14 (entries/exits, EA) 116.970891 2024-03-05 134.575451 0.0 2024-04-09 129.949276 0.0 541.127815 0.034376 Short Closed
15 15 (entries/exits, EA) 105.783033 2024-04-09 129.681101 0.0 2024-04-15 126.074707 0.0 -381.495309 -0.027810 Long Closed
16 16 (entries/exits, EA) 108.720347 2024-04-15 126.053459 0.0 2024-04-23 126.167058 0.0 -12.350443 -0.000901 Short Closed
17 17 (entries/exits, EA) 106.905447 2024-04-23 126.181996 0.0 2024-06-03 132.095958 0.0 632.234685 0.046869 Long Closed
18 18 (entries/exits, EA) 110.208214 2024-06-03 132.352495 0.0 2024-06-27 138.431025 0.0 -669.904010 -0.045927 Short Closed
19 19 (entries/exits, EA) 97.986688 2024-06-27 138.741931 0.0 2024-09-27 143.925963 0.0 507.966100 0.037365 Long Closed
20 20 (entries/exits, EA) 101.268525 2024-09-27 143.744726 0.0 2024-10-08 142.596409 0.0 116.288398 0.007989 Short Closed
21 21 (entries/exits, EA) 97.149927 2024-10-08 142.633347 0.0 2024-11-15 160.404551 0.0 1726.471144 0.124594 Long Closed
22 22 (entries/exits, EA) 95.941767 2024-11-15 160.556259 0.0 2024-11-20 165.782219 0.0 -501.387833 -0.032549 Short Open
23 23 (entries/exits stock two, TYL) 1.991118 2023-01-05 307.170979 0.0 2023-02-01 333.570078 0.0 52.563712 0.085943 Long Closed
24 24 (entries/exits stock two, TYL) 1.976590 2023-02-01 335.332905 0.0 2023-03-01 322.452310 0.0 25.459657 0.038411 Short Closed
25 25 (entries/exits stock two, TYL) 2.028904 2023-03-01 319.867182 0.0 2023-03-29 337.719580 0.0 36.220809 0.055812 Long Closed
26 26 (entries/exits stock two, TYL) 1.902057 2023-03-29 347.939984 0.0 2023-06-07 385.487893 0.0 -71.418255 -0.107915 Short Closed
27 27 (entries/exits stock two, TYL) 1.452757 2023-06-07 388.458287 0.0 2023-06-22 398.954537 0.0 15.248496 0.027020 Long Closed
28 28 (entries/exits stock two, TYL) 1.543749 2023-06-22 400.694925 0.0 2023-07-20 405.190859 0.0 -6.940592 -0.011220 Short Closed
29 29 (entries/exits stock two, TYL) 2.000457 2023-07-20 398.195443 0.0 2023-08-29 391.008393 0.0 -14.377385 -0.018049 Long Closed
30 30 (entries/exits stock two, TYL) 1.969262 2023-08-29 390.980430 0.0 2023-10-12 387.404184 0.0 7.042564 0.009147 Short Closed
31 31 (entries/exits stock two, TYL) 2.205246 2023-10-12 384.346495 0.0 2023-11-02 403.407344 0.0 42.033854 0.049593 Long Closed
32 32 (entries/exits stock two, TYL) 1.969623 2023-11-02 406.296756 0.0 2023-11-30 409.068180 0.0 -5.458660 -0.006821 Short Closed
33 33 (entries/exits stock two, TYL) 2.046464 2023-11-30 408.720380 0.0 2023-12-18 417.722688 0.0 18.422900 0.022026 Long Closed
34 34 (entries/exits stock two, TYL) 1.934955 2023-12-18 418.200740 0.0 2024-01-04 401.715609 0.0 31.897994 0.039419 Short Closed
35 35 (entries/exits stock two, TYL) 1.931216 2024-01-04 401.387828 0.0 2024-01-11 424.732159 0.0 45.082939 0.058159 Long Closed
36 36 (entries/exits stock two, TYL) 2.066549 2024-01-11 425.765424 0.0 2024-03-05 419.726728 0.0 12.479265 0.014183 Short Closed
37 37 (entries/exits stock two, TYL) 2.085843 2024-03-05 417.268122 0.0 2024-04-09 423.244383 0.0 12.465543 0.014322 Long Closed
38 38 (entries/exits stock two, TYL) 1.900463 2024-04-09 422.991238 0.0 2024-04-15 400.857355 0.0 42.064621 0.052327 Short Closed
39 39 (entries/exits stock two, TYL) 1.947282 2024-04-15 400.680457 0.0 2024-04-23 418.016719 0.0 33.758594 0.043267 Long Closed
40 40 (entries/exits stock two, TYL) 2.052605 2024-04-23 424.765580 0.0 2024-06-03 473.298734 0.0 -99.619400 -0.114259 Short Closed
41 41 (entries/exits stock two, TYL) 1.788067 2024-06-03 474.477335 0.0 2024-06-27 492.380921 0.0 32.012815 0.037733 Long Closed
42 42 (entries/exits stock two, TYL) 1.940104 2024-06-27 506.953924 0.0 2024-09-27 571.887780 0.0 -125.978429 -0.128086 Short Closed
43 43 (entries/exits stock two, TYL) 1.413493 2024-09-27 577.618244 0.0 2024-10-08 593.532524 0.0 22.494726 0.027552 Long Closed
44 44 (entries/exits stock two, TYL) 1.618301 2024-10-08 595.875770 0.0 2024-11-15 598.505142 0.0 -4.255116 -0.004413 Short Closed
45 45 (entries/exits stock two, TYL) 1.488432 2024-11-15 597.099976 0.0 2024-11-20 601.127010 0.0 5.993966 0.006744 Long Open
group
Start 2023-05-18 00:00:00
End 2025-04-17 00:00:00
Period 481 days 00:00:00
Start Value 10000.0
End Value 19445.883767
Total Return [%] 94.458838
Max Gross Exposure [%] 114.081987
Total Fees Paid 0.0
Max Drawdown [%] 13.348192
Max Drawdown Duration 66 days 00:00:00
Profit Factor 3.520644
Expectancy 20.526215
Sharpe Ratio 2.079329
Calmar Ratio 4.917736
Omega Ratio 1.425181
Sortino Ratio 4.025162
Skew 3.729403
Kurtosis 38.48437
Tail Ratio 1.058024
Common Sense Ratio 1.752542
Value at Risk -0.015345
Alpha 0.722144
Beta -0.030515
Position Id Column Size Entry Timestamp Avg Entry Price Entry Fees Exit Timestamp Avg Exit Price Exit Fees PnL Return Direction Status
0 0 (entries/exits, EA) 81.332586 2023-06-07 124.699031 0.0 2023-06-22 124.082540 0.0 50.140795 0.004944 Short Closed
1 1 (entries/exits, EA) 76.236147 2023-06-22 123.996343 0.0 2023-07-20 135.444246 0.0 872.743970 0.092325 Long Closed
2 2 (entries/exits, EA) 107.508187 2023-07-20 131.889260 0.0 2023-08-29 120.204149 0.0 1256.245064 0.088598 Short Closed
3 3 (entries/exits, EA) 95.997027 2023-08-29 119.692867 0.0 2023-10-12 130.058046 0.0 995.026283 0.086598 Long Closed
4 4 (entries/exits, EA) 111.883625 2023-10-12 129.267824 0.0 2023-11-02 126.772729 0.0 279.160287 0.019302 Short Closed
5 5 (entries/exits, EA) 99.415660 2023-11-02 126.977720 0.0 2023-11-30 136.740973 0.0 970.620252 0.076889 Long Closed
6 6 (entries/exits, EA) 106.737233 2023-11-30 136.780725 0.0 2023-12-18 136.984528 0.0 -21.753295 -0.001490 Short Closed
7 7 (entries/exits, EA) 99.169020 2023-12-18 136.839041 0.0 2024-01-04 134.749427 0.0 -207.224996 -0.015271 Long Closed
8 8 (entries/exits, EA) 99.760142 2024-01-04 134.747979 0.0 2024-01-11 136.487582 0.0 -173.543076 -0.012910 Short Closed
9 9 (entries/exits, EA) 98.688190 2024-01-11 136.512929 0.0 2024-03-05 135.302647 0.0 -119.440546 -0.008866 Long Closed
10 10 (entries/exits, EA) 116.639123 2024-03-05 134.579414 0.0 2024-04-09 129.947435 0.0 540.269939 0.034418 Short Closed
11 11 (entries/exits, EA) 105.647289 2024-04-09 129.679859 0.0 2024-04-15 126.074747 0.0 -380.870320 -0.027800 Long Closed
12 12 (entries/exits, EA) 108.646270 2024-04-15 126.053548 0.0 2024-04-23 126.167035 0.0 -12.329870 -0.000900 Short Closed
13 13 (entries/exits, EA) 107.060094 2024-04-23 126.186007 0.0 2024-06-03 132.081857 0.0 631.210259 0.046723 Long Closed
14 14 (entries/exits, EA) 109.892263 2024-06-03 132.350919 0.0 2024-06-27 138.432585 0.0 -668.328057 -0.045951 Short Closed
15 15 (entries/exits, EA) 98.345833 2024-06-27 138.762266 0.0 2024-09-27 143.925092 0.0 507.742442 0.037206 Long Closed
16 16 (entries/exits, EA) 100.848878 2024-09-27 143.746128 0.0 2024-10-08 142.596536 0.0 115.935098 0.007997 Short Closed
17 17 (entries/exits, EA) 96.939199 2024-10-08 142.637201 0.0 2024-11-15 160.370437 0.0 1719.045702 0.124324 Long Closed
18 18 (entries/exits, EA) 99.737788 2024-11-15 160.711414 0.0 2024-11-26 164.243260 0.0 -352.258526 -0.021976 Short Closed
19 19 (entries/exits, EA) 93.060556 2024-11-26 164.080644 0.0 2024-12-23 146.785062 0.0 -1609.536499 -0.105409 Long Closed
20 20 (entries/exits, EA) 106.010836 2024-12-23 146.269707 0.0 2025-01-23 119.851833 0.0 2800.580903 0.180611 Short Closed
21 21 (entries/exits, EA) 139.372106 2025-01-23 118.250508 0.0 2025-03-07 139.424402 0.0 2951.050199 0.179060 Long Closed
22 22 (entries/exits, EA) 176.076390 2025-03-07 139.074217 0.0 2025-04-17 144.139954 0.0 -891.956743 -0.036425 Short Open
23 23 (entries/exits stock two, TYL) 1.805050 2023-06-07 388.456604 0.0 2023-06-22 398.958198 0.0 18.955899 0.027034 Long Closed
24 24 (entries/exits stock two, TYL) 1.917493 2023-06-22 400.679509 0.0 2023-07-20 405.194839 0.0 -8.658117 -0.011269 Short Closed
25 25 (entries/exits stock two, TYL) 2.475185 2023-07-20 398.257712 0.0 2023-08-29 391.015934 0.0 -17.924743 -0.018184 Long Closed
26 26 (entries/exits stock two, TYL) 2.442986 2023-08-29 390.970726 0.0 2023-10-12 387.413929 0.0 8.689204 0.009097 Short Closed
27 27 (entries/exits stock two, TYL) 2.725695 2023-10-12 384.377832 0.0 2023-11-02 403.435392 0.0 51.945094 0.049580 Long Closed
28 28 (entries/exits stock two, TYL) 2.440881 2023-11-02 406.294805 0.0 2023-11-30 409.074498 0.0 -6.784901 -0.006842 Short Closed
29 29 (entries/exits stock two, TYL) 2.531565 2023-11-30 408.721882 0.0 2023-12-18 417.731949 0.0 22.809572 0.022044 Long Closed
30 30 (entries/exits stock two, TYL) 2.398414 2023-12-18 418.193104 0.0 2024-01-04 401.718868 0.0 39.512045 0.039394 Short Closed
31 31 (entries/exits stock two, TYL) 2.393361 2024-01-04 401.387856 0.0 2024-01-11 424.739117 0.0 55.888001 0.058176 Long Closed
32 32 (entries/exits stock two, TYL) 2.563794 2024-01-11 425.751351 0.0 2024-03-05 419.734561 0.0 15.425808 0.014132 Short Closed
33 33 (entries/exits stock two, TYL) 2.583997 2024-03-05 417.267172 0.0 2024-04-09 423.243934 0.0 15.443935 0.014324 Long Closed
34 34 (entries/exits stock two, TYL) 2.358706 2024-04-09 422.986015 0.0 2024-04-15 400.856212 0.0 52.197707 0.052318 Short Closed
35 35 (entries/exits stock two, TYL) 2.417776 2024-04-15 400.680451 0.0 2024-04-23 418.022198 0.0 41.928462 0.043281 Long Closed
36 36 (entries/exits stock two, TYL) 2.549558 2024-04-23 424.742203 0.0 2024-06-03 473.283718 0.0 -123.759401 -0.114285 Short Closed
37 37 (entries/exits stock two, TYL) 2.215360 2024-06-03 474.474028 0.0 2024-06-27 492.398246 0.0 39.708601 0.037777 Long Closed
38 38 (entries/exits stock two, TYL) 2.405498 2024-06-27 506.902736 0.0 2024-09-27 571.883821 0.0 -156.311848 -0.128192 Short Closed
39 39 (entries/exits stock two, TYL) 1.749434 2024-09-27 577.617007 0.0 2024-10-08 593.537227 0.0 27.851368 0.027562 Long Closed
40 40 (entries/exits stock two, TYL) 2.002647 2024-10-08 595.855209 0.0 2024-11-15 598.525179 0.0 -5.347006 -0.004481 Short Closed
41 41 (entries/exits stock two, TYL) 1.840667 2024-11-15 597.099976 0.0 2024-11-26 633.530171 0.0 67.055872 0.061012 Long Closed
42 42 (entries/exits stock two, TYL) 1.816207 2024-11-26 634.436500 0.0 2024-12-23 597.048743 0.0 67.903899 0.058931 Short Closed
43 43 (entries/exits stock two, TYL) 1.918054 2024-12-23 591.134472 0.0 2025-01-23 592.172490 0.0 1.990973 0.001756 Long Closed
44 44 (entries/exits stock two, TYL) 2.647072 2025-01-23 598.220724 0.0 2025-03-07 593.977634 0.0 11.231765 0.007093 Short Closed
45 45 (entries/exits stock two, TYL) 3.073830 2025-03-07 578.666919 0.0 2025-04-17 570.079036 0.0 -26.397689 -0.014841 Long Open
group
Start 2023-10-11 00:00:00
End 2025-09-11 00:00:00
Period 481 days 00:00:00
Start Value 10000.0
End Value 16810.287443
Total Return [%] 68.102874
Max Gross Exposure [%] 127.59971
Total Fees Paid 0.0
Max Drawdown [%] 16.748985
Max Drawdown Duration 85 days 00:00:00
Profit Factor 2.369905
Expectancy 12.320175
Sharpe Ratio 1.565024
Calmar Ratio 2.884436
Omega Ratio 1.294675
Sortino Ratio 2.713691
Skew 2.875299
Kurtosis 31.127949
Tail Ratio 0.996969
Common Sense Ratio 1.478619
Value at Risk -0.020175
Alpha 0.563276
Beta -0.04488
Position Id Column Size Entry Timestamp Avg Entry Price Entry Fees Exit Timestamp Avg Exit Price Exit Fees PnL Return Direction Status
0 0 (entries/exits, EA) 86.350109 2023-10-12 129.259244 0.0 2023-11-02 126.770897 0.0 214.869016 0.019251 Short Closed
1 1 (entries/exits, EA) 76.504936 2023-11-02 126.971940 0.0 2023-11-30 136.746468 0.0 747.799645 0.076982 Long Closed
2 2 (entries/exits, EA) 82.320475 2023-11-30 136.780591 0.0 2023-12-18 136.986245 0.0 -16.929562 -0.001504 Short Closed
3 3 (entries/exits, EA) 76.318556 2023-12-18 136.840697 0.0 2024-01-04 134.748780 0.0 -159.652053 -0.015287 Long Closed
4 4 (entries/exits, EA) 76.783136 2024-01-04 134.747668 0.0 2024-01-11 136.486886 0.0 -133.542610 -0.012907 Short Closed
5 5 (entries/exits, EA) 75.622977 2024-01-11 136.510395 0.0 2024-03-05 135.288741 0.0 -92.385121 -0.008949 Long Closed
6 6 (entries/exits, EA) 89.788406 2024-03-05 134.575022 0.0 2024-04-09 129.949476 0.0 415.320367 0.034372 Short Closed
7 7 (entries/exits, EA) 81.186740 2024-04-09 129.681236 0.0 2024-04-15 126.074703 0.0 -292.802690 -0.027811 Long Closed
8 8 (entries/exits, EA) 83.435621 2024-04-15 126.053450 0.0 2024-04-23 126.167060 0.0 -9.479156 -0.000901 Short Closed
9 9 (entries/exits, EA) 82.023802 2024-04-23 126.181559 0.0 2024-06-03 132.097493 0.0 485.247448 0.046884 Long Closed
10 10 (entries/exits, EA) 84.597548 2024-06-03 132.352665 0.0 2024-06-27 138.430856 0.0 -514.200021 -0.045924 Short Closed
11 11 (entries/exits, EA) 75.162595 2024-06-27 138.739704 0.0 2024-09-27 143.926056 0.0 389.819651 0.037382 Long Closed
12 12 (entries/exits, EA) 77.746095 2024-09-27 143.744574 0.0 2024-10-08 142.596395 0.0 89.266428 0.007988 Short Closed
13 13 (entries/exits, EA) 74.568102 2024-10-08 142.632928 0.0 2024-11-15 160.408261 0.0 1325.472855 0.124623 Long Closed
14 14 (entries/exits, EA) 76.939265 2024-11-15 160.710242 0.0 2024-11-26 164.243241 0.0 -271.826345 -0.021984 Short Closed
15 15 (entries/exits, EA) 71.513970 2024-11-26 164.104523 0.0 2024-12-23 146.774973 0.0 -1239.304896 -0.105601 Long Closed
16 16 (entries/exits, EA) 81.643417 2024-12-23 146.266123 0.0 2025-01-23 119.878630 0.0 2154.365116 0.180407 Short Closed
17 17 (entries/exits, EA) 107.115725 2025-01-23 118.225371 0.0 2025-03-07 139.480989 0.0 2276.810968 0.179789 Long Closed
18 18 (entries/exits, EA) 156.010026 2025-03-07 139.971900 0.0 2025-05-16 148.389826 0.0 -1313.280745 -0.060140 Short Closed
19 19 (entries/exits, EA) 89.622785 2025-05-16 151.140870 0.0 2025-06-18 150.811406 0.0 -29.527514 -0.002180 Long Closed
20 20 (entries/exits, EA) 111.603051 2025-06-18 151.028926 0.0 2025-07-31 153.164711 0.0 -238.360077 -0.014142 Short Closed
21 21 (entries/exits, EA) 86.672788 2025-07-31 152.333813 0.0 2025-08-12 177.620205 0.0 2191.642116 0.165993 Long Closed
22 22 (entries/exits, EA) 105.730272 2025-08-12 176.262867 0.0 2025-09-11 170.063970 0.0 655.411033 0.035168 Short Open
23 23 (entries/exits stock two, TYL) 1.649269 2023-10-12 384.343099 0.0 2023-11-02 403.404302 0.0 31.437048 0.049594 Long Closed
24 24 (entries/exits stock two, TYL) 1.472629 2023-11-02 406.296968 0.0 2023-11-30 409.067494 0.0 -4.079957 -0.006819 Short Closed
25 25 (entries/exits stock two, TYL) 1.530379 2023-11-30 408.720217 0.0 2023-12-18 417.721683 0.0 13.775653 0.022024 Long Closed
26 26 (entries/exits stock two, TYL) 1.446709 2023-12-18 418.201442 0.0 2024-01-04 401.715496 0.0 23.850368 0.039421 Short Closed
27 27 (entries/exits stock two, TYL) 1.443908 2024-01-04 401.387825 0.0 2024-01-11 424.731404 0.0 33.705982 0.058157 Long Closed
28 28 (entries/exits stock two, TYL) 1.544915 2024-01-11 425.766953 0.0 2024-03-05 419.725878 0.0 9.332947 0.014189 Short Closed
29 29 (entries/exits stock two, TYL) 1.559583 2024-03-05 417.268225 0.0 2024-04-09 423.244431 0.0 9.320389 0.014322 Long Closed
30 30 (entries/exits stock two, TYL) 1.420688 2024-04-09 422.991805 0.0 2024-04-15 400.857479 0.0 31.445983 0.052328 Short Closed
31 31 (entries/exits stock two, TYL) 1.455625 2024-04-15 400.680457 0.0 2024-04-23 418.016124 0.0 25.234236 0.043266 Long Closed
32 32 (entries/exits stock two, TYL) 1.534290 2024-04-23 424.768119 0.0 2024-06-03 473.300364 0.0 -74.462531 -0.114256 Short Closed
33 33 (entries/exits stock two, TYL) 1.336919 2024-06-03 474.477693 0.0 2024-06-27 492.379042 0.0 23.932652 0.037729 Long Closed
34 34 (entries/exits stock two, TYL) 1.450488 2024-06-27 506.959567 0.0 2024-09-27 571.887895 0.0 -94.177774 -0.128074 Short Closed
35 35 (entries/exits stock two, TYL) 1.056974 2024-09-27 577.618378 0.0 2024-10-08 593.532013 0.0 16.820303 0.027550 Long Closed
36 36 (entries/exits stock two, TYL) 1.210142 2024-10-08 595.878002 0.0 2024-11-15 598.502967 0.0 -3.176581 -0.004405 Short Closed
37 37 (entries/exits stock two, TYL) 1.113111 2024-11-15 597.099976 0.0 2024-11-26 633.506241 0.0 40.524206 0.060972 Long Closed
38 38 (entries/exits stock two, TYL) 1.096714 2024-11-26 634.446525 0.0 2024-12-23 597.067854 0.0 40.993711 0.058915 Short Closed
39 39 (entries/exits stock two, TYL) 1.158193 2024-12-23 591.091815 0.0 2025-01-23 592.154734 0.0 1.231064 0.001798 Long Closed
40 40 (entries/exits stock two, TYL) 1.601689 2025-01-23 598.246266 0.0 2025-03-07 593.941265 0.0 6.895274 0.007196 Short Closed
41 41 (entries/exits stock two, TYL) 2.117848 2025-03-07 574.921153 0.0 2025-05-16 572.271361 0.0 -5.611858 -0.004609 Long Closed
42 42 (entries/exits stock two, TYL) 1.446654 2025-05-16 576.555019 0.0 2025-06-18 569.332509 0.0 10.448472 0.012527 Short Closed
43 43 (entries/exits stock two, TYL) 1.654139 2025-06-18 567.969097 0.0 2025-07-31 581.590018 0.0 22.530901 0.023982 Long Closed
44 44 (entries/exits stock two, TYL) 1.487719 2025-07-31 585.197583 0.0 2025-08-12 564.788903 0.0 30.362376 0.034875 Short Closed
45 45 (entries/exits stock two, TYL) 1.806634 2025-08-12 563.412118 0.0 2025-09-11 555.231562 0.0 -14.779271 -0.014520 Long Open
group
Start 2022-12-22 00:00:00
End 2024-11-20 00:00:00
Period 481 days 00:00:00
Start Value 10000.0
End Value 28173.203767
Total Return [%] 181.732038
Max Gross Exposure [%] 287.481789
Total Fees Paid 0.0
Max Drawdown [%] 10.382359
Max Drawdown Duration 57 days 00:00:00
Profit Factor 4.677873
Expectancy 40.780899
Sharpe Ratio 2.773248
Calmar Ratio 11.505882
Omega Ratio 1.538238
Sortino Ratio 4.703452
Skew 0.532309
Kurtosis 3.319181
Tail Ratio 1.37884
Common Sense Ratio 3.025979
Value at Risk -0.020923
Alpha 1.110686
Beta 0.236868
Position Id Column Size Entry Timestamp Avg Entry Price Entry Fees Exit Timestamp Avg Exit Price Exit Fees PnL Return Direction Status
0 0 (entries/exits, EBAY) 109.673657 2023-01-09 41.269907 0.0 2023-01-20 44.199515 0.0 321.300880 0.070987 Long Closed
1 1 (entries/exits, EBAY) 146.041316 2023-01-20 44.262461 0.0 2023-03-10 41.397751 0.0 418.365957 0.064721 Short Closed
2 2 (entries/exits, EBAY) 122.279399 2023-03-10 40.006149 0.0 2023-03-17 40.072788 0.0 8.148622 0.001666 Long Closed
3 3 (entries/exits, EBAY) 136.284573 2023-03-17 40.194281 0.0 2023-04-12 40.810794 0.0 -84.021251 -0.015338 Short Closed
4 4 (entries/exits, EBAY) 133.883810 2023-04-12 40.782287 0.0 2023-04-27 43.328757 0.0 340.931157 0.062441 Long Closed
5 5 (entries/exits, EBAY) 142.463319 2023-04-27 43.358633 0.0 2023-05-16 41.237658 0.0 302.161050 0.048917 Short Closed
6 6 (entries/exits, EBAY) 147.242042 2023-05-16 41.035119 0.0 2023-06-09 43.772208 0.0 403.014597 0.066701 Long Closed
7 7 (entries/exits, EBAY) 172.774314 2023-06-09 43.694530 0.0 2023-07-13 44.042603 0.0 -60.138116 -0.007966 Short Closed
8 8 (entries/exits, EBAY) 162.244116 2023-07-13 43.934241 0.0 2023-08-23 42.320703 0.0 -261.787088 -0.036726 Long Closed
9 9 (entries/exits, EBAY) 152.314759 2023-08-23 42.083899 0.0 2023-09-05 42.667141 0.0 -88.836372 -0.013859 Short Closed
10 10 (entries/exits, EBAY) 159.544367 2023-09-05 42.623581 0.0 2023-09-11 41.927471 0.0 -111.060483 -0.016332 Long Closed
11 11 (entries/exits, EBAY) 193.344254 2023-09-11 41.845265 0.0 2023-10-18 40.685960 0.0 224.145007 0.027705 Short Closed
12 12 (entries/exits, EBAY) 183.894005 2023-10-18 40.130346 0.0 2023-11-22 39.942140 0.0 -34.610019 -0.004690 Long Closed
13 13 (entries/exits, EBAY) 172.203875 2023-11-22 40.098234 0.0 2023-12-01 40.445882 0.0 -59.866332 -0.008670 Short Closed
14 14 (entries/exits, EBAY) 193.984475 2023-12-01 40.508309 0.0 2024-01-03 42.143880 0.0 317.275432 0.040376 Long Closed
15 15 (entries/exits, EBAY) 194.009057 2024-01-03 42.044763 0.0 2024-01-26 41.310599 0.0 142.434515 0.017461 Short Closed
16 16 (entries/exits, EBAY) 186.879580 2024-01-26 41.363421 0.0 2024-02-02 40.662777 0.0 -130.936025 -0.016939 Long Closed
17 17 (entries/exits, EBAY) 226.686264 2024-02-02 40.610201 0.0 2024-02-14 40.958290 0.0 -78.906918 -0.008571 Short Closed
18 18 (entries/exits, EBAY) 215.376658 2024-02-14 40.941162 0.0 2024-02-28 46.227894 0.0 1138.638548 0.129130 Long Closed
19 19 (entries/exits, EBAY) 218.214992 2024-02-28 46.712217 0.0 2024-04-01 50.733707 0.0 -877.549327 -0.086091 Short Closed
20 20 (entries/exits, EBAY) 210.189045 2024-04-01 50.821790 0.0 2024-04-26 50.663438 0.0 -33.284000 -0.003116 Long Closed
21 21 (entries/exits, EBAY) 215.347475 2024-04-26 50.564780 0.0 2024-05-06 48.195438 0.0 510.231818 0.046858 Short Closed
22 22 (entries/exits, EBAY) 234.269381 2024-05-06 48.282320 0.0 2024-06-06 52.234754 0.0 925.934300 0.081861 Long Closed
23 23 (entries/exits, EBAY) 249.869225 2024-06-06 52.272817 0.0 2024-07-12 53.013595 0.0 -185.097610 -0.014171 Short Closed
24 24 (entries/exits, EBAY) 236.023487 2024-07-12 53.066882 0.0 2024-07-30 54.207810 0.0 269.285872 0.021500 Long Closed
25 25 (entries/exits, EBAY) 247.105305 2024-07-30 54.372434 0.0 2024-08-28 56.400764 0.0 -501.211050 -0.037304 Short Closed
26 26 (entries/exits, EBAY) 215.527003 2024-08-28 56.651764 0.0 2024-09-10 59.284442 0.0 567.413240 0.046471 Long Closed
27 27 (entries/exits, EBAY) 263.112830 2024-09-10 60.036642 0.0 2024-10-30 62.143110 0.0 -554.238839 -0.035086 Short Closed
28 28 (entries/exits, EBAY) 236.453886 2024-10-30 61.154180 0.0 2024-11-20 59.887822 0.0 -299.435373 -0.020708 Long Open
29 29 (entries/exits stock two, SW) 161.800246 2023-01-09 37.374284 0.0 2023-01-20 36.930608 0.0 71.786840 0.011871 Short Closed
30 30 (entries/exits stock two, SW) 193.434453 2023-01-20 36.725875 0.0 2023-03-10 34.659456 0.0 -399.716702 -0.056266 Long Closed
31 31 (entries/exits stock two, SW) 197.824857 2023-03-10 33.759202 0.0 2023-03-17 30.000567 0.0 743.551562 0.111337 Short Closed
32 32 (entries/exits stock two, SW) 218.088194 2023-03-17 30.033189 0.0 2023-04-12 33.488464 0.0 753.554472 0.115049 Long Closed
33 33 (entries/exits stock two, SW) 209.896004 2023-04-12 33.678054 0.0 2023-04-27 33.377802 0.0 63.021705 0.008915 Short Closed
34 34 (entries/exits stock two, SW) 211.117605 2023-04-27 33.292468 0.0 2023-05-16 35.075921 0.0 376.518295 0.053569 Long Closed
35 35 (entries/exits stock two, SW) 240.466477 2023-05-16 34.903888 0.0 2023-06-09 33.321003 0.0 380.630674 0.045350 Short Closed
36 36 (entries/exits stock two, SW) 255.003894 2023-06-09 32.960689 0.0 2023-07-13 34.929474 0.0 502.047822 0.059731 Long Closed
37 37 (entries/exits stock two, SW) 253.899076 2023-07-13 35.313297 0.0 2023-08-23 36.022787 0.0 -180.138852 -0.020091 Short Closed
38 38 (entries/exits stock two, SW) 215.474840 2023-08-23 35.852904 0.0 2023-09-05 39.361294 0.0 755.969779 0.097855 Long Closed
39 39 (entries/exits stock two, SW) 238.986864 2023-09-05 38.842681 0.0 2023-09-11 34.825452 0.0 960.065117 0.103423 Short Closed
40 40 (entries/exits stock two, SW) 285.385886 2023-09-11 34.215704 0.0 2023-10-18 31.293378 0.0 -833.990376 -0.085409 Long Closed
41 41 (entries/exits stock two, SW) 309.236763 2023-10-18 31.024590 0.0 2023-11-22 30.789392 0.0 72.731889 0.007581 Short Closed
42 42 (entries/exits stock two, SW) 266.535639 2023-11-22 30.915076 0.0 2023-12-01 36.147199 0.0 1394.547121 0.169242 Long Closed
43 43 (entries/exits stock two, SW) 309.678704 2023-12-01 36.114175 0.0 2024-01-03 35.845086 0.0 83.331305 0.007451 Short Closed
44 44 (entries/exits stock two, SW) 273.606356 2024-01-03 35.492287 0.0 2024-01-26 37.486726 0.0 545.690950 0.056194 Long Closed
45 45 (entries/exits stock two, SW) 254.347606 2024-01-26 37.590252 0.0 2024-02-02 33.130869 0.0 1134.233421 0.118631 Short Closed
46 46 (entries/exits stock two, SW) 313.723726 2024-02-02 33.096281 0.0 2024-02-14 37.923746 0.0 1514.490271 0.145861 Long Closed
47 47 (entries/exits stock two, SW) 311.011551 2024-02-14 38.035468 0.0 2024-02-28 38.296650 0.0 -81.230456 -0.006867 Short Closed
48 48 (entries/exits stock two, SW) 307.649771 2024-02-28 38.299758 0.0 2024-04-01 44.323581 0.0 1853.227766 0.157281 Long Closed
49 49 (entries/exits stock two, SW) 348.668394 2024-04-01 44.033138 0.0 2024-04-26 41.349698 0.0 935.630638 0.060941 Short Closed
50 50 (entries/exits stock two, SW) 312.693367 2024-04-26 41.091073 0.0 2024-05-06 45.908098 0.0 1506.251614 0.117228 Long Closed
51 51 (entries/exits stock two, SW) 336.043610 2024-05-06 45.930373 0.0 2024-06-06 45.510886 0.0 140.966153 0.009133 Short Closed
52 52 (entries/exits stock two, SW) 346.888417 2024-06-06 45.025935 0.0 2024-07-12 46.882558 0.0 644.040935 0.041235 Long Closed
53 53 (entries/exits stock two, SW) 359.394926 2024-07-12 46.923096 0.0 2024-07-30 45.063041 0.0 668.494301 0.039640 Short Closed
54 54 (entries/exits stock two, SW) 371.057771 2024-07-30 44.347950 0.0 2024-08-28 44.990490 0.0 238.419387 0.014489 Long Closed
55 55 (entries/exits stock two, SW) 361.692508 2024-08-28 45.371251 0.0 2024-09-10 41.916150 0.0 1249.683832 0.076152 Short Closed
56 56 (entries/exits stock two, SW) 429.405710 2024-09-10 42.178321 0.0 2024-10-30 47.948113 0.0 2477.581600 0.136795 Long Closed
57 57 (entries/exits stock two, SW) 391.419569 2024-10-30 48.572413 0.0 2024-11-20 53.494215 0.0 -1926.489488 -0.101329 Short Open
group
Start 2023-05-18 00:00:00
End 2025-04-17 00:00:00
Period 481 days 00:00:00
Start Value 10000.0
End Value 26043.257408
Total Return [%] 160.432574
Max Gross Exposure [%] 27309.659979
Total Fees Paid 0.0
Max Drawdown [%] 10.535722
Max Drawdown Duration 57 days 00:00:00
Profit Factor 3.928157
Expectancy 31.732171
Sharpe Ratio 2.548136
Calmar Ratio 10.132148
Omega Ratio 1.479518
Sortino Ratio 4.32765
Skew 0.614331
Kurtosis 3.23487
Tail Ratio 1.439963
Common Sense Ratio 2.977117
Value at Risk -0.021019
Alpha 1.043045
Beta 0.261543
Position Id Column Size Entry Timestamp Avg Entry Price Entry Fees Exit Timestamp Avg Exit Price Exit Fees PnL Return Direction Status
0 0 (entries/exits, EBAY) 108.697670 2023-05-23 41.715556 0.0 2023-06-09 43.817446 0.0 228.470588 0.050386 Long Closed
1 1 (entries/exits, EBAY) 130.665266 2023-06-09 43.694923 0.0 2023-07-13 44.041735 0.0 -45.316210 -0.007937 Short Closed
2 2 (entries/exits, EBAY) 123.037394 2023-07-13 43.929852 0.0 2023-08-23 42.324861 0.0 -197.473930 -0.036535 Long Closed
3 3 (entries/exits, EBAY) 115.384075 2023-08-23 42.085190 0.0 2023-09-05 42.667250 0.0 -67.160457 -0.013831 Short Closed
4 4 (entries/exits, EBAY) 121.034945 2023-09-05 42.622576 0.0 2023-09-11 41.927471 0.0 -84.132017 -0.016308 Long Closed
5 5 (entries/exits, EBAY) 146.605816 2023-09-11 41.846528 0.0 2023-10-18 40.687448 0.0 169.927900 0.027698 Short Closed
6 6 (entries/exits, EBAY) 139.668900 2023-10-18 40.126252 0.0 2023-11-22 39.938877 0.0 -26.170475 -0.004670 Long Closed
7 7 (entries/exits, EBAY) 130.510033 2023-11-22 40.098300 0.0 2023-12-01 40.445994 0.0 -45.377582 -0.008671 Short Closed
8 8 (entries/exits, EBAY) 147.510334 2023-12-01 40.509069 0.0 2024-01-03 42.142429 0.0 240.937421 0.040321 Long Closed
9 9 (entries/exits, EBAY) 147.099068 2024-01-03 42.046089 0.0 2024-01-26 41.310266 0.0 108.238846 0.017500 Short Closed
10 10 (entries/exits, EBAY) 141.906570 2024-01-26 41.362888 0.0 2024-02-02 40.662740 0.0 -99.355604 -0.016927 Long Closed
11 11 (entries/exits, EBAY) 172.254828 2024-02-02 40.610732 0.0 2024-02-14 40.957882 0.0 -59.798285 -0.008548 Short Closed
12 12 (entries/exits, EBAY) 164.028078 2024-02-14 40.941945 0.0 2024-02-28 46.224005 0.0 866.406133 0.129013 Long Closed
13 13 (entries/exits, EBAY) 165.974684 2024-02-28 46.712727 0.0 2024-04-01 50.735253 0.0 -667.637439 -0.086112 Short Closed
14 14 (entries/exits, EBAY) 160.560512 2024-04-01 50.819528 0.0 2024-04-26 50.662627 0.0 -25.192076 -0.003087 Long Closed
15 15 (entries/exits, EBAY) 164.184452 2024-04-26 50.565763 0.0 2024-05-06 48.195006 0.0 389.241353 0.046885 Short Closed
16 16 (entries/exits, EBAY) 178.968344 2024-05-06 48.284876 0.0 2024-06-06 52.233415 0.0 706.663518 0.081776 Long Closed
17 17 (entries/exits, EBAY) 190.484597 2024-06-06 52.274019 0.0 2024-07-12 53.013446 0.0 -140.849541 -0.014145 Short Closed
18 18 (entries/exits, EBAY) 180.432544 2024-07-12 53.066444 0.0 2024-07-30 54.206553 0.0 205.712747 0.021485 Long Closed
19 19 (entries/exits, EBAY) 188.670765 2024-07-30 54.374825 0.0 2024-08-28 56.399843 0.0 -382.061719 -0.037242 Short Closed
20 20 (entries/exits, EBAY) 164.747929 2024-08-28 56.652547 0.0 2024-09-10 59.283931 0.0 433.515103 0.046448 Long Closed
21 21 (entries/exits, EBAY) 201.185714 2024-09-10 60.037306 0.0 2024-10-30 62.142650 0.0 -423.565239 -0.035067 Short Closed
22 22 (entries/exits, EBAY) 190.738238 2024-10-30 61.233453 0.0 2024-12-18 62.953902 0.0 328.155353 0.028097 Long Closed
23 23 (entries/exits, EBAY) 223.809988 2024-12-18 63.773812 0.0 2025-02-27 64.120686 0.0 -77.633943 -0.005439 Short Closed
24 24 (entries/exits, EBAY) 165.955054 2025-02-27 62.773372 0.0 2025-03-04 65.869520 0.0 513.821341 0.049323 Long Closed
25 25 (entries/exits, EBAY) 220.996481 2025-03-04 65.453547 0.0 2025-04-09 62.683105 0.0 612.257937 0.042327 Short Closed
26 26 (entries/exits, EBAY) 181.096789 2025-04-09 61.575633 0.0 2025-04-11 64.121529 0.0 461.053611 0.041346 Long Closed
27 27 (entries/exits, EBAY) 177.796820 2025-04-11 64.128533 0.0 2025-04-17 65.782091 0.0 -293.997421 -0.025785 Short Open
28 28 (entries/exits stock two, SW) 184.531372 2023-05-23 35.335344 0.0 2023-06-09 33.258653 0.0 383.214564 0.058771 Short Closed
29 29 (entries/exits stock two, SW) 200.834313 2023-06-09 32.964382 0.0 2023-07-13 34.935681 0.0 395.904332 0.059801 Long Closed
30 30 (entries/exits stock two, SW) 200.423437 2023-07-13 35.312801 0.0 2023-08-23 36.022018 0.0 -142.143629 -0.020084 Short Closed
31 31 (entries/exits stock two, SW) 170.227535 2023-08-23 35.853051 0.0 2023-09-05 39.363637 0.0 597.598399 0.097916 Long Closed
32 32 (entries/exits stock two, SW) 189.273522 2023-09-05 38.839270 0.0 2023-09-11 34.824289 0.0 759.929497 0.103374 Short Closed
33 33 (entries/exits stock two, SW) 225.291896 2023-09-11 34.227748 0.0 2023-10-18 31.292774 0.0 -661.225814 -0.085748 Long Closed
34 34 (entries/exits stock two, SW) 244.660488 2023-10-18 31.022154 0.0 2023-11-22 30.789267 0.0 56.978124 0.007507 Short Closed
35 35 (entries/exits stock two, SW) 210.830496 2023-11-22 30.914702 0.0 2023-12-01 36.149765 0.0 1103.710918 0.169339 Long Closed
36 36 (entries/exits stock two, SW) 245.674549 2023-12-01 36.113658 0.0 2024-01-03 35.847463 0.0 65.397242 0.007371 Short Closed
37 37 (entries/exits stock two, SW) 216.444575 2024-01-03 35.493121 0.0 2024-01-26 37.489153 0.0 432.030360 0.056237 Long Closed
38 38 (entries/exits stock two, SW) 201.565833 2024-01-26 37.590252 0.0 2024-02-02 33.129058 0.0 899.224315 0.118680 Short Closed
39 39 (entries/exits stock two, SW) 248.830081 2024-02-02 33.095348 0.0 2024-02-14 37.927689 0.0 1202.431773 0.146013 Long Closed
40 40 (entries/exits stock two, SW) 247.262752 2024-02-14 38.035113 0.0 2024-02-28 38.297019 0.0 -64.759389 -0.006886 Short Closed
41 41 (entries/exits stock two, SW) 244.070542 2024-02-28 38.298931 0.0 2024-04-01 44.334256 0.0 1473.045020 0.157585 Long Closed
42 42 (entries/exits stock two, SW) 277.885191 2024-04-01 44.029898 0.0 2024-04-26 41.350306 0.0 744.619010 0.060858 Short Closed
43 43 (entries/exits stock two, SW) 248.942355 2024-04-26 41.091061 0.0 2024-05-06 45.909072 0.0 1199.407174 0.117252 Long Closed
44 44 (entries/exits stock two, SW) 267.539859 2024-05-06 45.930298 0.0 2024-06-06 45.511444 0.0 112.059961 0.009119 Short Closed
45 45 (entries/exits stock two, SW) 275.691080 2024-06-06 45.029125 0.0 2024-07-12 46.888090 0.0 512.500218 0.041284 Long Closed
46 46 (entries/exits stock two, SW) 286.766456 2024-07-12 46.921043 0.0 2024-07-30 45.064373 0.0 532.430760 0.039570 Short Closed
47 47 (entries/exits stock two, SW) 295.080004 2024-07-30 44.360067 0.0 2024-08-28 45.002976 0.0 189.709819 0.014493 Long Closed
48 48 (entries/exits stock two, SW) 288.655060 2024-08-28 45.370392 0.0 2024-09-10 41.916848 0.0 996.883093 0.076119 Short Closed
49 49 (entries/exits stock two, SW) 341.760430 2024-09-10 42.173002 0.0 2024-10-30 47.958192 0.0 1977.148851 0.137178 Long Closed
50 50 (entries/exits stock two, SW) 350.309797 2024-10-30 49.072860 0.0 2024-12-18 50.788357 0.0 -600.955451 -0.034958 Short Closed
51 51 (entries/exits stock two, SW) 307.836172 2024-12-18 50.489080 0.0 2025-02-27 50.995244 0.0 155.815578 0.010025 Long Closed
52 52 (entries/exits stock two, SW) 281.721246 2025-02-27 50.612491 0.0 2025-03-04 45.816834 0.0 1351.038711 0.094752 Short Closed
53 53 (entries/exits stock two, SW) 409.312869 2025-03-04 44.826246 0.0 2025-04-09 42.216535 0.0 -1068.188450 -0.058218 Long Closed
54 54 (entries/exits stock two, SW) 372.539598 2025-04-09 41.659134 0.0 2025-04-11 40.024391 0.0 609.006541 0.039241 Short Closed
55 55 (entries/exits stock two, SW) 374.365928 2025-04-11 40.026423 0.0 2025-04-17 40.565377 0.0 201.765968 0.013465 Long Open
group
Start 2023-10-11 00:00:00
End 2025-09-11 00:00:00
Period 481 days 00:00:00
Start Value 10000.0
End Value 24612.345456
Total Return [%] 146.123455
Max Gross Exposure [%] 3500.9972
Total Fees Paid 0.0
Max Drawdown [%] 17.237888
Max Drawdown Duration 40 days 00:00:00
Profit Factor 2.918761
Expectancy 28.665736
Sharpe Ratio 2.430579
Calmar Ratio 5.68927
Omega Ratio 1.461394
Sortino Ratio 3.820149
Skew -0.262872
Kurtosis 8.695432
Tail Ratio 1.183084
Common Sense Ratio 2.343345
Value at Risk -0.020713
Alpha 0.898419
Beta 0.248918
Position Id Column Size Entry Timestamp Avg Entry Price Entry Fees Exit Timestamp Avg Exit Price Exit Fees PnL Return Direction Status
0 0 (entries/exits, EBAY) 125.075011 2023-10-18 40.129088 0.0 2023-11-22 39.941138 0.0 -23.507918 -0.004684 Long Closed
1 1 (entries/exits, EBAY) 117.046928 2023-11-22 40.098254 0.0 2023-12-01 40.445916 0.0 -40.692791 -0.008670 Short Closed
2 2 (entries/exits, EBAY) 131.986902 2023-12-01 40.508543 0.0 2024-01-03 42.143434 0.0 215.784261 0.040359 Long Closed
3 3 (entries/exits, EBAY) 131.885400 2024-01-03 42.045170 0.0 2024-01-26 41.310496 0.0 96.892662 0.017473 Short Closed
4 4 (entries/exits, EBAY) 127.097489 2024-01-26 41.363258 0.0 2024-02-02 40.662766 0.0 -89.030723 -0.016935 Long Closed
5 5 (entries/exits, EBAY) 154.203495 2024-02-02 40.610364 0.0 2024-02-14 40.958165 0.0 -53.632091 -0.008564 Short Closed
6 6 (entries/exits, EBAY) 146.610974 2024-02-14 40.941403 0.0 2024-02-28 46.226700 0.0 774.882559 0.129094 Long Closed
7 7 (entries/exits, EBAY) 148.484087 2024-02-28 46.712374 0.0 2024-04-01 50.734181 0.0 -597.174418 -0.086097 Short Closed
8 8 (entries/exits, EBAY) 143.212197 2024-04-01 50.821095 0.0 2024-04-26 50.663189 0.0 -22.614119 -0.003107 Long Closed
9 9 (entries/exits, EBAY) 146.640160 2024-04-26 50.565081 0.0 2024-05-06 48.195305 0.0 347.504332 0.046866 Short Closed
10 10 (entries/exits, EBAY) 159.622963 2024-05-06 48.283105 0.0 2024-06-06 52.234342 0.0 630.708213 0.081835 Long Closed
11 11 (entries/exits, EBAY) 170.142253 2024-06-06 52.273185 0.0 2024-07-12 53.013549 0.0 -125.967135 -0.014163 Short Closed
12 12 (entries/exits, EBAY) 160.852195 2024-07-12 53.066747 0.0 2024-07-30 54.207424 0.0 183.480342 0.021495 Long Closed
13 13 (entries/exits, EBAY) 168.340612 2024-07-30 54.373168 0.0 2024-08-28 56.400482 0.0 -341.279170 -0.037285 Short Closed
14 14 (entries/exits, EBAY) 146.879386 2024-08-28 56.652004 0.0 2024-09-10 59.284285 0.0 386.627790 0.046464 Long Closed
15 15 (entries/exits, EBAY) 179.325981 2024-09-10 60.036846 0.0 2024-10-30 62.142969 0.0 -377.682525 -0.035081 Short Closed
16 16 (entries/exits, EBAY) 169.590200 2024-10-30 61.237849 0.0 2024-12-18 62.958646 0.0 291.830328 0.028100 Long Closed
17 17 (entries/exits, EBAY) 199.402004 2024-12-18 63.770533 0.0 2025-02-27 64.122362 0.0 -70.155289 -0.005517 Short Closed
18 18 (entries/exits, EBAY) 147.808623 2025-02-27 62.773012 0.0 2025-03-04 65.869883 0.0 457.744215 0.049334 Long Closed
19 19 (entries/exits, EBAY) 197.230446 2025-03-04 65.447527 0.0 2025-04-09 62.683574 0.0 545.135841 0.042232 Short Closed
20 20 (entries/exits, EBAY) 161.393874 2025-04-09 61.574973 0.0 2025-04-11 64.121529 0.0 410.998525 0.041357 Long Closed
21 21 (entries/exits, EBAY) 182.945560 2025-04-11 64.624628 0.0 2025-05-14 68.482375 0.0 -705.757625 -0.059695 Short Closed
22 22 (entries/exits, EBAY) 160.718273 2025-05-14 68.802111 0.0 2025-06-02 74.179891 0.0 864.307509 0.078163 Long Closed
23 23 (entries/exits, EBAY) 172.757310 2025-06-02 74.397998 0.0 2025-06-27 73.820141 0.0 99.829128 0.007767 Short Closed
24 24 (entries/exits, EBAY) 163.745940 2025-06-27 73.678773 0.0 2025-07-21 78.519231 0.0 792.605282 0.065697 Long Closed
25 25 (entries/exits, EBAY) 181.818919 2025-07-21 80.907038 0.0 2025-08-28 92.406818 0.0 -2090.877721 -0.142136 Short Closed
26 26 (entries/exits, EBAY) 120.320208 2025-08-28 92.473555 0.0 2025-09-11 92.465884 0.0 -0.923015 -0.000083 Long Open
27 27 (entries/exits stock two, SW) 212.975094 2023-10-18 31.023842 0.0 2023-11-22 30.789353 0.0 49.940232 0.007558 Short Closed
28 28 (entries/exits stock two, SW) 183.554066 2023-11-22 30.914961 0.0 2023-12-01 36.147986 0.0 960.542979 0.169272 Long Closed
29 29 (entries/exits stock two, SW) 213.456939 2023-12-01 36.114016 0.0 2024-01-03 35.845816 0.0 57.249228 0.007426 Short Closed
30 30 (entries/exits stock two, SW) 188.429179 2024-01-03 35.492543 0.0 2024-01-26 37.487471 0.0 375.902505 0.056207 Long Closed
31 31 (entries/exits stock two, SW) 175.261139 2024-01-26 37.590252 0.0 2024-02-02 33.130313 0.0 781.653977 0.118646 Short Closed
32 32 (entries/exits stock two, SW) 216.230968 2024-02-02 33.095995 0.0 2024-02-14 37.924956 0.0 1044.170800 0.145908 Long Closed
33 33 (entries/exits stock two, SW) 214.517236 2024-02-14 38.035359 0.0 2024-02-28 38.296763 0.0 -56.075571 -0.006873 Short Closed
34 34 (entries/exits stock two, SW) 212.060113 2024-02-28 38.299505 0.0 2024-04-01 44.326855 0.0 1278.160504 0.157374 Long Closed
35 35 (entries/exits stock two, SW) 240.672849 2024-04-01 44.032143 0.0 2024-04-26 41.349885 0.0 645.546664 0.060916 Short Closed
36 36 (entries/exits stock two, SW) 215.768533 2024-04-26 41.091069 0.0 2024-05-06 45.908397 0.0 1039.427665 0.117235 Long Closed
37 37 (entries/exits stock two, SW) 231.883071 2024-05-06 45.930350 0.0 2024-06-06 45.511057 0.0 97.226955 0.009129 Short Closed
38 38 (entries/exits stock two, SW) 239.238019 2024-06-06 45.026912 0.0 2024-07-12 46.884254 0.0 444.346658 0.041250 Long Closed
39 39 (entries/exits stock two, SW) 248.165436 2024-07-12 46.922465 0.0 2024-07-30 45.063450 0.0 461.343374 0.039619 Short Closed
40 40 (entries/exits stock two, SW) 255.954867 2024-07-30 44.351665 0.0 2024-08-28 44.994320 0.0 164.490437 0.014490 Long Closed
41 41 (entries/exits stock two, SW) 249.766709 2024-08-28 45.370987 0.0 2024-09-10 41.916364 0.0 862.849676 0.076142 Short Closed
42 42 (entries/exits stock two, SW) 296.278179 2024-09-10 42.176694 0.0 2024-10-30 47.951199 0.0 1710.860015 0.136912 Long Closed
43 43 (entries/exits stock two, SW) 302.714854 2024-10-30 49.073790 0.0 2024-12-18 50.786384 0.0 -518.427714 -0.034898 Short Closed
44 44 (entries/exits stock two, SW) 266.763674 2024-12-18 50.490944 0.0 2025-02-27 50.999342 0.0 135.621917 0.010069 Long Closed
45 45 (entries/exits stock two, SW) 243.497634 2025-02-27 50.612794 0.0 2025-03-04 45.815848 0.0 1168.044966 0.094777 Short Closed
46 46 (entries/exits stock two, SW) 355.134203 2025-03-04 44.812894 0.0 2025-04-09 42.221146 0.0 -920.418297 -0.057835 Long Closed
47 47 (entries/exits stock two, SW) 322.189889 2025-04-09 41.659879 0.0 2025-04-11 40.024391 0.0 526.937617 0.039258 Short Closed
48 48 (entries/exits stock two, SW) 339.050718 2025-04-11 40.026734 0.0 2025-05-14 45.209115 0.0 1757.090072 0.129473 Long Closed
49 49 (entries/exits stock two, SW) 344.921130 2025-05-14 45.452962 0.0 2025-06-02 42.271324 0.0 1097.414465 0.069998 Short Closed
50 50 (entries/exits stock two, SW) 364.370552 2025-06-02 42.208493 0.0 2025-06-27 42.644707 0.0 158.943631 0.010335 Long Closed
51 51 (entries/exits stock two, SW) 398.111733 2025-06-27 43.028023 0.0 2025-07-21 45.195905 0.0 -863.059329 -0.050383 Short Closed
52 52 (entries/exits stock two, SW) 361.775159 2025-07-21 44.978246 0.0 2025-08-28 46.064786 0.0 393.083155 0.024157 Long Closed
53 53 (entries/exits stock two, SW) 324.595059 2025-08-28 46.350925 0.0 2025-09-11 45.733410 0.0 200.442431 0.013323 Short Open
group
Start 2022-12-22 00:00:00
End 2024-11-20 00:00:00
Period 481 days 00:00:00
Start Value 10000.0
End Value 14239.886902
Total Return [%] 42.398869
Max Gross Exposure [%] 161.601349
Total Fees Paid 0.0
Max Drawdown [%] 23.600934
Max Drawdown Duration 254 days 00:00:00
Profit Factor 1.623338
Expectancy 7.929728
Sharpe Ratio 1.189139
Calmar Ratio 1.303483
Omega Ratio 1.18707
Sortino Ratio 1.844173
Skew 0.311261
Kurtosis 2.546183
Tail Ratio 1.297505
Common Sense Ratio 1.696662
Value at Risk -0.017529
Alpha 0.294112
Beta 0.11918
Position Id Column Size Entry Timestamp Avg Entry Price Entry Fees Exit Timestamp Avg Exit Price Exit Fees PnL Return Direction Status
0 0 (entries/exits, EOG) 83.099508 2023-01-11 113.384977 0.0 2023-03-23 98.695501 0.0 -1220.688163 -0.129554 Long Closed
1 1 (entries/exits, EOG) 88.313601 2023-03-23 98.082858 0.0 2023-05-03 103.990925 0.0 -521.762738 -0.060235 Short Closed
2 2 (entries/exits, EOG) 71.139474 2023-05-03 102.559380 0.0 2023-07-12 111.293421 0.0 621.335086 0.085161 Long Closed
3 3 (entries/exits, EOG) 60.291612 2023-07-12 112.483228 0.0 2023-07-14 110.656845 0.0 110.115581 0.016237 Short Closed
4 4 (entries/exits, EOG) 63.114333 2023-07-14 110.681467 0.0 2023-07-25 119.427532 0.0 552.002018 0.079020 Long Closed
5 5 (entries/exits, EOG) 90.391059 2023-07-25 118.986267 0.0 2023-10-05 113.806171 0.0 468.234326 0.043535 Short Closed
6 6 (entries/exits, EOG) 62.372649 2023-10-05 110.247883 0.0 2023-10-13 124.276672 0.0 875.012778 0.127248 Long Closed
7 7 (entries/exits, EOG) 71.200845 2023-10-13 123.951264 0.0 2023-11-03 120.243511 0.0 263.995123 0.029913 Short Closed
8 8 (entries/exits, EOG) 69.696715 2023-11-03 119.693131 0.0 2024-01-03 118.143563 0.0 -107.999829 -0.012946 Long Closed
9 9 (entries/exits, EOG) 82.753880 2024-01-03 116.268711 0.0 2024-02-02 106.352509 0.0 820.604147 0.085287 Short Closed
10 10 (entries/exits, EOG) 78.553009 2024-02-02 105.967813 0.0 2024-02-21 111.050895 0.0 399.291424 0.047968 Long Closed
11 11 (entries/exits, EOG) 75.740694 2024-02-21 111.206429 0.0 2024-02-23 106.905327 0.0 325.768436 0.038677 Short Closed
12 12 (entries/exits, EOG) 88.218576 2024-02-23 107.253699 0.0 2024-04-01 123.245176 0.0 1410.745290 0.149100 Long Closed
13 13 (entries/exits, EOG) 91.773324 2024-04-01 124.432549 0.0 2024-05-06 126.039974 0.0 -147.518713 -0.012918 Short Closed
14 14 (entries/exits, EOG) 82.293599 2024-05-06 125.317194 0.0 2024-05-31 119.948319 0.0 -441.824093 -0.042842 Long Closed
15 15 (entries/exits, EOG) 80.294451 2024-05-31 119.839317 0.0 2024-06-03 115.115013 0.0 379.335413 0.039422 Short Closed
16 16 (entries/exits, EOG) 88.051452 2024-06-03 115.109762 0.0 2024-06-20 117.358865 0.0 198.036727 0.019539 Long Closed
17 17 (entries/exits, EOG) 94.206883 2024-06-20 117.856281 0.0 2024-07-22 123.104019 0.0 -494.373099 -0.044527 Short Closed
18 18 (entries/exits, EOG) 81.450441 2024-07-22 122.955208 0.0 2024-07-24 121.207161 0.0 -142.379240 -0.014217 Long Closed
19 19 (entries/exits, EOG) 94.747042 2024-07-24 121.160152 0.0 2024-08-19 124.033796 0.0 -272.269247 -0.023718 Short Closed
20 20 (entries/exits, EOG) 86.999963 2024-08-19 123.930068 0.0 2024-10-01 122.852124 0.0 -93.781054 -0.008698 Long Closed
21 21 (entries/exits, EOG) 91.457694 2024-10-01 123.257768 0.0 2024-10-16 123.820617 0.0 -51.476888 -0.004566 Short Closed
22 22 (entries/exits, EOG) 84.956681 2024-10-16 123.314936 0.0 2024-11-08 130.579291 0.0 617.155489 0.058909 Long Closed
23 23 (entries/exits, EOG) 84.131843 2024-11-08 130.843770 0.0 2024-11-12 129.915558 0.0 78.092168 0.007094 Short Closed
24 24 (entries/exits, EOG) 85.850447 2024-11-12 129.952019 0.0 2024-11-20 132.942735 0.0 256.754275 0.023014 Long Open
25 25 (entries/exits stock two, XYZ) 51.266075 2023-01-11 73.438663 0.0 2023-03-23 70.429454 0.0 154.270354 0.040976 Short Closed
26 26 (entries/exits stock two, XYZ) 39.328766 2023-03-23 61.708842 0.0 2023-05-03 60.593224 0.0 -43.875910 -0.018079 Long Closed
27 27 (entries/exits stock two, XYZ) 43.479353 2023-05-03 59.946911 0.0 2023-07-12 68.122245 0.0 -355.458214 -0.136376 Short Closed
28 28 (entries/exits stock two, XYZ) 26.245172 2023-07-12 71.220001 0.0 2023-07-14 75.501720 0.0 112.374446 0.060120 Long Closed
29 29 (entries/exits stock two, XYZ) 27.143345 2023-07-14 75.555146 0.0 2023-07-25 76.918606 0.0 -37.008857 -0.018046 Short Closed
30 30 (entries/exits stock two, XYZ) 54.764381 2023-07-25 65.317329 0.0 2023-10-05 45.747942 0.0 -1071.705340 -0.299605 Long Closed
31 31 (entries/exits stock two, XYZ) 48.352132 2023-10-05 42.790513 0.0 2023-10-13 43.395128 0.0 -29.234465 -0.014130 Short Closed
32 32 (entries/exits stock two, XYZ) 57.755875 2023-10-13 42.916050 0.0 2023-11-03 47.929985 0.0 289.584200 0.116831 Long Closed
33 33 (entries/exits stock two, XYZ) 51.063078 2023-11-03 50.906122 0.0 2024-01-03 65.371826 0.0 -738.663380 -0.284164 Short Closed
34 34 (entries/exits stock two, XYZ) 37.436737 2024-01-03 67.980847 0.0 2024-02-02 67.684163 0.0 -11.106854 -0.004364 Long Closed
35 35 (entries/exits stock two, XYZ) 37.942656 2024-02-02 67.541818 0.0 2024-02-21 64.831899 0.0 102.821513 0.040122 Short Closed
36 36 (entries/exits stock two, XYZ) 35.703541 2024-02-21 64.470001 0.0 2024-02-23 78.476213 0.0 500.071352 0.217252 Long Closed
37 37 (entries/exits stock two, XYZ) 42.107793 2024-02-23 78.740228 0.0 2024-04-01 81.450987 0.0 -114.144093 -0.034427 Short Closed
38 38 (entries/exits stock two, XYZ) 46.677782 2024-04-01 78.913273 0.0 2024-05-06 73.815627 0.0 -237.946803 -0.064598 Long Closed
39 39 (entries/exits stock two, XYZ) 44.360309 2024-05-06 72.755005 0.0 2024-05-31 64.775348 0.0 353.980039 0.109678 Short Closed
40 40 (entries/exits stock two, XYZ) 41.492453 2024-05-31 64.080002 0.0 2024-06-03 64.300003 0.0 9.128390 0.003433 Long Closed
41 41 (entries/exits stock two, XYZ) 46.746100 2024-06-03 64.222723 0.0 2024-06-20 62.858312 0.0 63.780899 0.021245 Short Closed
42 42 (entries/exits stock two, XYZ) 48.801214 2024-06-20 63.074877 0.0 2024-07-22 68.123943 0.0 246.400532 0.080049 Long Closed
43 43 (entries/exits stock two, XYZ) 40.716687 2024-07-22 68.233860 0.0 2024-07-24 61.709999 0.0 265.629996 0.095610 Short Closed
44 44 (entries/exits stock two, XYZ) 51.001796 2024-07-24 61.414586 0.0 2024-08-19 66.031813 0.0 235.486871 0.075181 Long Closed
45 45 (entries/exits stock two, XYZ) 51.752740 2024-08-19 66.392734 0.0 2024-10-01 65.882515 0.0 26.405276 0.007685 Short Closed
46 46 (entries/exits stock two, XYZ) 43.110506 2024-10-01 66.063849 0.0 2024-10-16 73.012011 0.0 299.538786 0.105173 Long Closed
47 47 (entries/exits stock two, XYZ) 42.516846 2024-10-16 73.496849 0.0 2024-11-08 74.635837 0.0 -48.426145 -0.015497 Short Closed
48 48 (entries/exits stock two, XYZ) 39.255625 2024-11-08 74.559998 0.0 2024-11-12 86.950775 0.0 486.407716 0.166185 Long Closed
49 49 (entries/exits stock two, XYZ) 38.767388 2024-11-12 87.162381 0.0 2024-11-20 89.763243 0.0 -100.828627 -0.029839 Short Open
group
Start 2023-05-18 00:00:00
End 2025-04-17 00:00:00
Period 481 days 00:00:00
Start Value 10000.0
End Value 17488.257616
Total Return [%] 74.882576
Max Gross Exposure [%] 142.805538
Total Fees Paid 0.0
Max Drawdown [%] 16.254513
Max Drawdown Duration 97 days 00:00:00
Profit Factor 1.89805
Expectancy 14.596338
Sharpe Ratio 1.81388
Calmar Ratio 3.250091
Omega Ratio 1.294106
Sortino Ratio 2.971533
Skew 0.537994
Kurtosis 2.273046
Tail Ratio 1.26209
Common Sense Ratio 1.928836
Value at Risk -0.018658
Alpha 0.533975
Beta 0.125706
Position Id Column Size Entry Timestamp Avg Entry Price Entry Fees Exit Timestamp Avg Exit Price Exit Fees PnL Return Direction Status
0 0 (entries/exits, EOG) 82.242731 2023-05-24 104.533114 0.0 2023-07-12 111.667471 0.0 586.749034 0.068250 Long Closed
1 1 (entries/exits, EOG) 73.100051 2023-07-12 112.482333 0.0 2023-07-14 110.656845 0.0 133.443285 0.016229 Short Closed
2 2 (entries/exits, EOG) 76.525738 2023-07-14 110.679820 0.0 2023-07-25 119.436563 0.0 670.116263 0.079118 Long Closed
3 3 (entries/exits, EOG) 110.637697 2023-07-25 118.978340 0.0 2023-10-05 113.792792 0.0 573.717134 0.043584 Short Closed
4 4 (entries/exits, EOG) 76.481079 2023-10-05 110.246012 0.0 2023-10-13 124.293754 0.0 1074.386442 0.127422 Long Closed
5 5 (entries/exits, EOG) 87.595799 2023-10-13 123.943474 0.0 2023-11-03 120.242245 0.0 324.212105 0.029862 Short Closed
6 6 (entries/exits, EOG) 85.261016 2023-11-03 119.711028 0.0 2024-01-03 118.166307 0.0 -131.704419 -0.012904 Long Closed
7 7 (entries/exits, EOG) 102.291382 2024-01-03 116.253752 0.0 2024-02-02 106.355046 0.0 1012.552262 0.085147 Short Closed
8 8 (entries/exits, EOG) 96.740203 2024-02-02 105.966027 0.0 2024-02-21 111.061078 0.0 492.896280 0.048082 Long Closed
9 9 (entries/exits, EOG) 93.499799 2024-02-21 111.206399 0.0 2024-02-23 106.905327 0.0 402.149338 0.038676 Short Closed
10 10 (entries/exits, EOG) 108.368515 2024-02-23 107.231696 0.0 2024-04-01 123.294913 0.0 1740.747012 0.149799 Long Closed
11 11 (entries/exits, EOG) 113.804639 2024-04-01 124.437647 0.0 2024-05-06 126.044353 0.0 -182.850640 -0.012912 Short Closed
12 12 (entries/exits, EOG) 101.383153 2024-05-06 125.332126 0.0 2024-05-31 119.941244 0.0 -546.544557 -0.043013 Long Closed
13 13 (entries/exits, EOG) 99.080725 2024-05-31 119.839317 0.0 2024-06-03 115.115013 0.0 468.087486 0.039422 Short Closed
14 14 (entries/exits, EOG) 108.555895 2024-06-03 115.110116 0.0 2024-06-20 117.360025 0.0 244.240821 0.019546 Long Closed
15 15 (entries/exits, EOG) 116.315506 2024-06-20 117.857403 0.0 2024-07-22 123.103787 0.0 -610.235824 -0.044515 Short Closed
16 16 (entries/exits, EOG) 100.292517 2024-07-22 122.956246 0.0 2024-07-24 121.207161 0.0 -175.420190 -0.014225 Long Closed
17 17 (entries/exits, EOG) 116.554237 2024-07-24 121.157135 0.0 2024-08-19 124.033997 0.0 -335.310382 -0.023745 Short Closed
18 18 (entries/exits, EOG) 106.281872 2024-08-19 123.950543 0.0 2024-10-01 122.862382 0.0 -115.651822 -0.008779 Long Closed
19 19 (entries/exits, EOG) 112.253748 2024-10-01 123.256157 0.0 2024-10-16 123.825403 0.0 -63.900045 -0.004618 Short Closed
20 20 (entries/exits, EOG) 103.881311 2024-10-16 123.320392 0.0 2024-11-08 130.599514 0.0 756.164734 0.059026 Long Closed
21 21 (entries/exits, EOG) 103.049649 2024-11-08 130.845295 0.0 2024-11-12 129.915558 0.0 95.809052 0.007106 Short Closed
22 22 (entries/exits, EOG) 112.898199 2024-11-12 129.391269 0.0 2024-12-31 120.099466 0.0 -1049.027797 -0.071812 Long Closed
23 23 (entries/exits, EOG) 117.323030 2024-12-31 120.616914 0.0 2025-01-31 124.382092 0.0 -441.742047 -0.031216 Short Closed
24 24 (entries/exits, EOG) 102.907918 2025-01-31 123.675366 0.0 2025-02-19 132.166617 0.0 873.816934 0.068658 Long Closed
25 25 (entries/exits, EOG) 150.869475 2025-02-19 128.514394 0.0 2025-04-04 112.595207 0.0 2401.719401 0.123871 Short Closed
26 26 (entries/exits, EOG) 135.253242 2025-04-04 108.407496 0.0 2025-04-17 109.655899 0.0 168.850588 0.011516 Long Open
27 27 (entries/exits stock two, XYZ) 41.437527 2023-05-24 62.234586 0.0 2023-07-12 69.499070 0.0 -301.022236 -0.116727 Short Closed
28 28 (entries/exits stock two, XYZ) 29.131426 2023-07-12 71.220001 0.0 2023-07-14 75.502507 0.0 124.755507 0.060131 Long Closed
29 29 (entries/exits stock two, XYZ) 30.119873 2023-07-14 75.556795 0.0 2023-07-25 76.917977 0.0 -40.998619 -0.018015 Short Closed
30 30 (entries/exits stock two, XYZ) 61.565756 2023-07-25 65.175604 0.0 2023-10-05 45.776294 0.0 -1194.333161 -0.297647 Long Closed
31 31 (entries/exits stock two, XYZ) 54.253485 2023-10-05 42.790922 0.0 2023-10-13 43.392182 0.0 -32.620431 -0.014051 Short Closed
32 32 (entries/exits stock two, XYZ) 65.102149 2023-10-13 42.911797 0.0 2023-11-03 47.917217 0.0 325.863617 0.116644 Long Closed
33 33 (entries/exits stock two, XYZ) 57.248654 2023-11-03 50.896504 0.0 2024-01-03 65.393535 0.0 -829.935521 -0.284834 Short Closed
34 34 (entries/exits stock two, XYZ) 42.405093 2024-01-03 67.970407 0.0 2024-02-02 67.680764 0.0 -12.282300 -0.004261 Long Closed
35 35 (entries/exits stock two, XYZ) 42.743736 2024-02-02 67.546971 0.0 2024-02-21 64.822142 0.0 116.469389 0.040340 Short Closed
36 36 (entries/exits stock two, XYZ) 40.336691 2024-02-21 64.470001 0.0 2024-02-23 78.467839 0.0 564.626451 0.217122 Long Closed
37 37 (entries/exits stock two, XYZ) 47.359110 2024-02-23 78.743586 0.0 2024-04-01 81.452815 0.0 -128.306664 -0.034406 Short Closed
38 38 (entries/exits stock two, XYZ) 53.033263 2024-04-01 78.877118 0.0 2024-05-06 73.819232 0.0 -268.236176 -0.064124 Long Closed
39 39 (entries/exits stock two, XYZ) 50.046376 2024-05-06 72.766200 0.0 2024-05-31 64.770354 0.0 400.163153 0.109884 Short Closed
40 40 (entries/exits stock two, XYZ) 46.820318 2024-05-31 64.080002 0.0 2024-06-03 64.300003 0.0 10.300527 0.003433 Long Closed
41 41 (entries/exits stock two, XYZ) 52.716263 2024-06-03 64.223917 0.0 2024-06-20 62.856569 0.0 72.081484 0.021290 Short Closed
42 42 (entries/exits stock two, XYZ) 55.170535 2024-06-20 63.079700 0.0 2024-07-22 68.121394 0.0 278.152965 0.079926 Long Closed
43 43 (entries/exits stock two, XYZ) 45.846812 2024-07-22 68.234578 0.0 2024-07-24 61.709999 0.0 299.131151 0.095620 Short Closed
44 44 (entries/exits stock two, XYZ) 57.493754 2024-07-24 61.409587 0.0 2024-08-19 66.017219 0.0 264.910045 0.075031 Long Closed
45 45 (entries/exits stock two, XYZ) 57.946794 2024-08-19 66.401849 0.0 2024-10-01 65.881448 0.0 30.155552 0.007837 Short Closed
46 46 (entries/exits stock two, XYZ) 48.420834 2024-10-01 66.065886 0.0 2024-10-16 73.002776 0.0 335.889995 0.105000 Long Closed
47 47 (entries/exits stock two, XYZ) 47.585041 2024-10-16 73.496710 0.0 2024-11-08 74.631023 0.0 -53.976314 -0.015434 Short Closed
48 48 (entries/exits stock two, XYZ) 44.039337 2024-11-08 74.559998 0.0 2024-11-12 86.945129 0.0 545.432972 0.166110 Long Closed
49 49 (entries/exits stock two, XYZ) 55.283864 2024-11-12 88.011112 0.0 2024-12-31 88.039250 0.0 -1.555616 -0.000320 Short Closed
50 50 (entries/exits stock two, XYZ) 42.027311 2024-12-31 85.110557 0.0 2025-01-31 90.320199 0.0 218.947258 0.061210 Long Closed
51 51 (entries/exits stock two, XYZ) 41.346856 2025-01-31 89.899861 0.0 2025-02-19 83.888625 0.0 248.545693 0.066866 Short Closed
52 52 (entries/exits stock two, XYZ) 80.111687 2025-02-19 72.012799 0.0 2025-04-04 52.266177 0.0 -1581.935248 -0.274210 Long Closed
53 53 (entries/exits stock two, XYZ) 74.762340 2025-04-04 50.442835 0.0 2025-04-17 54.044064 0.0 -269.236303 -0.071392 Short Open
group
Start 2023-10-11 00:00:00
End 2025-09-11 00:00:00
Period 481 days 00:00:00
Start Value 10000.0
End Value 19523.098136
Total Return [%] 95.230981
Max Gross Exposure [%] 140.801294
Total Fees Paid 0.0
Max Drawdown [%] 16.534582
Max Drawdown Duration 97 days 00:00:00
Profit Factor 2.430987
Expectancy 17.344822
Sharpe Ratio 2.143682
Calmar Ratio 4.000207
Omega Ratio 1.357031
Sortino Ratio 3.52319
Skew 0.458666
Kurtosis 2.394143
Tail Ratio 1.245953
Common Sense Ratio 2.070047
Value at Risk -0.018446
Alpha 0.634921
Beta 0.135227
Position Id Column Size Entry Timestamp Avg Entry Price Entry Fees Exit Timestamp Avg Exit Price Exit Fees PnL Return Direction Status
0 0 (entries/exits, EOG) 77.239263 2023-10-13 123.934669 0.0 2023-11-03 120.240822 0.0 285.310008 0.029805 Short Closed
1 1 (entries/exits, EOG) 74.696030 2023-11-03 119.731586 0.0 2024-01-03 118.192368 0.0 -114.973448 -0.012856 Long Closed
2 2 (entries/exits, EOG) 90.678280 2024-01-03 116.236894 0.0 2024-02-02 106.357918 0.0 895.808583 0.084990 Short Closed
3 3 (entries/exits, EOG) 85.397902 2024-02-02 105.963989 0.0 2024-02-21 111.072661 0.0 436.269861 0.048211 Long Closed
4 4 (entries/exits, EOG) 82.761374 2024-02-21 111.206364 0.0 2024-02-23 106.905327 0.0 355.959775 0.038676 Short Closed
5 5 (entries/exits, EOG) 95.387269 2024-02-23 107.206518 0.0 2024-04-01 123.351595 0.0 1540.034775 0.150598 Long Closed
6 6 (entries/exits, EOG) 101.277933 2024-04-01 124.445144 0.0 2024-05-06 126.050591 0.0 -162.596387 -0.012901 Short Closed
7 7 (entries/exits, EOG) 89.530346 2024-05-06 125.349114 0.0 2024-05-31 119.933182 0.0 -484.890270 -0.043207 Long Closed
8 8 (entries/exits, EOG) 87.658472 2024-05-31 119.839317 0.0 2024-06-03 115.115013 0.0 414.125287 0.039422 Short Closed
9 9 (entries/exits, EOG) 95.944328 2024-06-03 115.110517 0.0 2024-06-20 117.361340 0.0 215.953631 0.019554 Long Closed
10 10 (entries/exits, EOG) 102.973349 2024-06-20 117.858656 0.0 2024-07-22 123.103523 0.0 -540.081468 -0.044501 Short Closed
11 11 (entries/exits, EOG) 88.515695 2024-07-22 122.957421 0.0 2024-07-24 121.207161 0.0 -154.925528 -0.014235 Long Closed
12 12 (entries/exits, EOG) 102.757323 2024-07-24 121.153728 0.0 2024-08-19 124.034218 0.0 -295.991476 -0.023775 Short Closed
13 13 (entries/exits, EOG) 92.963454 2024-08-19 123.973917 0.0 2024-10-01 122.874060 0.0 -102.246568 -0.008872 Long Closed
14 14 (entries/exits, EOG) 98.711901 2024-10-01 123.254338 0.0 2024-10-16 123.830811 0.0 -56.904709 -0.004677 Short Closed
15 15 (entries/exits, EOG) 90.959471 2024-10-16 123.326585 0.0 2024-11-08 130.622453 0.0 663.628301 0.059159 Long Closed
16 16 (entries/exits, EOG) 90.406512 2024-11-08 130.847025 0.0 2024-11-12 129.915558 0.0 84.210684 0.007119 Short Closed
17 17 (entries/exits, EOG) 98.326717 2024-11-12 129.431408 0.0 2024-12-31 120.062789 0.0 -921.185585 -0.072383 Long Closed
18 18 (entries/exits, EOG) 102.596995 2024-12-31 120.608796 0.0 2025-01-31 124.386926 0.0 -387.624799 -0.031325 Short Closed
19 19 (entries/exits, EOG) 89.779515 2025-01-31 123.671315 0.0 2025-02-19 132.170646 0.0 763.065741 0.068725 Long Closed
20 20 (entries/exits, EOG) 132.803815 2025-02-19 128.467871 0.0 2025-04-04 112.577418 0.0 2110.312764 0.123692 Short Closed
21 21 (entries/exits, EOG) 120.726136 2025-04-04 108.431903 0.0 2025-05-02 110.032893 0.0 193.281405 0.014765 Long Closed
22 22 (entries/exits, EOG) 130.962001 2025-05-02 110.033260 0.0 2025-05-22 110.140099 0.0 -13.991825 -0.000971 Short Closed
23 23 (entries/exits, EOG) 121.147725 2025-05-22 109.867446 0.0 2025-06-13 123.772886 0.0 1684.612454 0.126566 Long Closed
24 24 (entries/exits, EOG) 154.005190 2025-06-13 123.245318 0.0 2025-07-16 118.601796 0.0 715.126416 0.037677 Short Closed
25 25 (entries/exits, EOG) 135.112244 2025-07-16 117.838919 0.0 2025-08-29 124.420303 0.0 889.225641 0.055851 Long Closed
26 26 (entries/exits, EOG) 144.670075 2025-08-29 124.090369 0.0 2025-09-11 120.173388 0.0 566.669948 0.031566 Short Open
27 27 (entries/exits stock two, XYZ) 51.679887 2023-10-13 42.907009 0.0 2023-11-03 47.902833 0.0 258.183630 0.116434 Long Closed
28 28 (entries/exits stock two, XYZ) 45.168896 2023-11-03 50.885365 0.0 2024-01-03 65.418041 0.0 -656.424901 -0.285596 Short Closed
29 29 (entries/exits stock two, XYZ) 33.848026 2024-01-03 67.958671 0.0 2024-02-02 67.676932 0.0 -9.536284 -0.004146 Long Closed
30 30 (entries/exits stock two, XYZ) 33.907709 2024-02-02 67.552841 0.0 2024-02-21 64.811048 0.0 92.967907 0.040587 Short Closed
31 31 (entries/exits stock two, XYZ) 32.102319 2024-02-21 64.470001 0.0 2024-02-23 78.458370 0.0 449.059089 0.216975 Long Closed
32 32 (entries/exits stock two, XYZ) 37.499858 2024-02-23 78.747386 0.0 2024-04-01 81.454859 0.0 -101.529847 -0.034382 Short Closed
33 33 (entries/exits stock two, XYZ) 42.475283 2024-04-01 78.836637 0.0 2024-05-06 73.823249 0.0 -212.945043 -0.063592 Long Closed
34 34 (entries/exits stock two, XYZ) 39.779864 2024-05-06 72.776673 0.0 2024-05-31 64.765347 0.0 318.689425 0.110081 Short Closed
35 35 (entries/exits stock two, XYZ) 37.210602 2024-05-31 64.080002 0.0 2024-06-03 64.300003 0.0 8.186378 0.003433 Long Closed
36 36 (entries/exits stock two, XYZ) 41.867299 2024-06-03 64.225270 0.0 2024-06-20 62.854593 0.0 57.386570 0.021342 Short Closed
37 37 (entries/exits stock two, XYZ) 43.939114 2024-06-20 63.085097 0.0 2024-07-22 68.118505 0.0 221.163493 0.079788 Long Closed
38 38 (entries/exits stock two, XYZ) 36.348668 2024-07-22 68.235391 0.0 2024-07-24 61.709999 0.0 237.189320 0.095631 Short Closed
39 39 (entries/exits stock two, XYZ) 45.641557 2024-07-24 61.403958 0.0 2024-08-19 66.000774 0.0 209.805841 0.074862 Long Closed
40 40 (entries/exits stock two, XYZ) 45.650137 2024-08-19 66.412206 0.0 2024-10-01 65.880234 0.0 24.284572 0.008010 Short Closed
41 41 (entries/exits stock two, XYZ) 38.280241 2024-10-01 66.068177 0.0 2024-10-16 72.992356 0.0 265.059242 0.104804 Long Closed
42 42 (entries/exits stock two, XYZ) 37.468894 2024-10-16 73.496551 0.0 2024-11-08 74.625574 0.0 -42.303258 -0.015362 Short Closed
43 43 (entries/exits stock two, XYZ) 34.769976 2024-11-08 74.559998 0.0 2024-11-12 86.938745 0.0 430.408737 0.166024 Long Closed
44 44 (entries/exits stock two, XYZ) 43.374274 2024-11-12 88.003849 0.0 2024-12-31 88.025701 0.0 -0.947813 -0.000248 Short Closed
45 45 (entries/exits stock two, XYZ) 33.112245 2024-12-31 85.112518 0.0 2025-01-31 90.311268 0.0 172.142283 0.061081 Long Closed
46 46 (entries/exits stock two, XYZ) 32.443199 2025-01-31 89.900980 0.0 2025-02-19 83.888609 0.0 195.060548 0.066878 Short Closed
47 47 (entries/exits stock two, XYZ) 63.673234 2025-02-19 71.854533 0.0 2025-04-04 52.296252 0.0 -1245.339026 -0.272193 Long Closed
48 48 (entries/exits stock two, XYZ) 61.282486 2025-04-04 50.584226 0.0 2025-05-02 48.626087 0.0 119.999678 0.038710 Short Closed
49 49 (entries/exits stock two, XYZ) 66.945493 2025-05-02 47.166237 0.0 2025-05-22 57.434563 0.0 687.418188 0.217705 Long Closed
50 50 (entries/exits stock two, XYZ) 56.474853 2025-05-22 58.838988 0.0 2025-06-13 61.708220 0.0 -162.039454 -0.048764 Short Closed
51 51 (entries/exits stock two, XYZ) 61.593325 2025-06-13 62.114361 0.0 2025-07-16 68.699780 0.0 405.617850 0.106021 Long Closed
52 52 (entries/exits stock two, XYZ) 61.840361 2025-07-16 70.236642 0.0 2025-08-29 78.798518 0.0 -529.469494 -0.121900 Short Closed
53 53 (entries/exits stock two, XYZ) 49.580024 2025-08-29 79.235922 0.0 2025-09-11 74.250593 0.0 -247.172707 -0.062918 Long Open
group
Start 2022-12-22 00:00:00
End 2024-11-20 00:00:00
Period 481 days 00:00:00
Start Value 10000.0
End Value 14698.582183
Total Return [%] 46.985822
Max Gross Exposure [%] 139.783512
Total Fees Paid 0.0
Max Drawdown [%] 13.2014
Max Drawdown Duration 91 days 00:00:00
Profit Factor 1.748317
Expectancy 10.168711
Sharpe Ratio 1.570525
Calmar Ratio 2.571507
Omega Ratio 1.241653
Sortino Ratio 2.348957
Skew -0.060017
Kurtosis 2.031898
Tail Ratio 1.119394
Common Sense Ratio 1.4994
Value at Risk -0.014724
Alpha 0.318072
Beta 0.101511
Position Id Column Size Entry Timestamp Avg Entry Price Entry Fees Exit Timestamp Avg Exit Price Exit Fees PnL Return Direction Status
0 0 (entries/exits, EVRG) 160.148973 2022-12-23 56.194342 0.0 2023-01-12 56.739940 0.0 -87.377061 -0.009709 Short Closed
1 1 (entries/exits, EVRG) 169.724363 2023-01-12 56.345247 0.0 2023-03-13 52.945294 0.0 -577.054756 -0.060341 Long Closed
2 2 (entries/exits, EVRG) 191.907993 2023-03-13 53.009539 0.0 2023-04-28 55.482029 0.0 -474.490745 -0.046642 Short Closed
3 3 (entries/exits, EVRG) 144.088498 2023-04-28 55.681176 0.0 2023-05-04 55.747759 0.0 9.593912 0.001196 Long Closed
4 4 (entries/exits, EVRG) 181.003508 2023-05-04 55.399539 0.0 2023-06-01 52.037323 0.0 608.572858 0.060690 Short Closed
5 5 (entries/exits, EVRG) 175.579003 2023-06-01 51.847566 0.0 2023-07-05 54.088443 0.0 393.450964 0.043220 Long Closed
6 6 (entries/exits, EVRG) 173.406540 2023-07-05 54.095470 0.0 2023-07-10 52.563477 0.0 265.657659 0.028320 Short Closed
7 7 (entries/exits, EVRG) 176.941815 2023-07-10 52.563477 0.0 2023-07-12 54.474571 0.0 338.152584 0.036358 Long Closed
8 8 (entries/exits, EVRG) 201.829838 2023-07-12 54.397096 0.0 2023-08-04 52.192448 0.0 444.963801 0.040529 Short Closed
9 9 (entries/exits, EVRG) 220.943247 2023-08-04 51.312821 0.0 2023-10-26 45.255965 0.0 -1338.221514 -0.118038 Long Closed
10 10 (entries/exits, EVRG) 225.441835 2023-10-26 45.046649 0.0 2023-11-13 44.139201 0.0 204.576616 0.020145 Short Closed
11 11 (entries/exits, EVRG) 224.262288 2023-11-13 44.094110 0.0 2023-12-13 49.259307 0.0 1158.358689 0.117140 Long Closed
12 12 (entries/exits, EVRG) 253.951927 2023-12-13 49.196411 0.0 2024-01-22 46.633078 0.0 650.963281 0.052104 Short Closed
13 13 (entries/exits, EVRG) 235.948477 2024-01-22 46.235146 0.0 2024-02-15 46.333193 0.0 23.133921 0.002121 Long Closed
14 14 (entries/exits, EVRG) 268.681891 2024-02-15 46.473384 0.0 2024-04-03 49.097702 0.0 -705.106800 -0.056469 Short Closed
15 15 (entries/exits, EVRG) 209.024122 2024-04-03 49.512916 0.0 2024-04-08 49.573936 0.0 12.754852 0.001232 Long Closed
16 16 (entries/exits, EVRG) 231.109621 2024-04-08 49.448964 0.0 2024-04-16 46.572686 0.0 664.735522 0.058167 Short Closed
17 17 (entries/exits, EVRG) 242.648925 2024-04-16 46.646108 0.0 2024-05-07 50.979955 0.0 1051.603517 0.092909 Long Closed
18 18 (entries/exits, EVRG) 260.630030 2024-05-07 51.143724 0.0 2024-06-07 50.563479 0.0 151.229227 0.011345 Short Closed
19 19 (entries/exits, EVRG) 233.740701 2024-06-07 50.325772 0.0 2024-06-18 50.172742 0.0 -35.769529 -0.003041 Long Closed
20 20 (entries/exits, EVRG) 246.457456 2024-06-18 50.173977 0.0 2024-07-03 49.875290 0.0 73.613547 0.005953 Short Closed
21 21 (entries/exits, EVRG) 244.683533 2024-07-03 49.854303 0.0 2024-07-12 52.293982 0.0 596.949388 0.048936 Long Closed
22 22 (entries/exits, EVRG) 295.521717 2024-07-12 52.979971 0.0 2024-10-04 57.339638 0.0 -1288.376203 -0.082289 Short Closed
23 23 (entries/exits, EVRG) 199.457355 2024-10-04 57.956472 0.0 2024-10-23 59.510248 0.0 309.912042 0.026809 Long Closed
24 24 (entries/exits, EVRG) 210.460488 2024-10-23 59.432702 0.0 2024-11-01 57.250974 0.0 459.167648 0.036709 Short Closed
25 25 (entries/exits, EVRG) 213.739854 2024-11-01 57.239917 0.0 2024-11-08 60.036254 0.0 597.688655 0.048853 Long Closed
26 26 (entries/exits, EVRG) 216.530818 2024-11-08 60.063469 0.0 2024-11-20 61.792115 0.0 -374.305219 -0.028780 Short Open
27 27 (entries/exits stock two, PSKY) 106.467943 2022-12-23 15.858745 0.0 2023-01-12 18.943199 0.0 328.395430 0.194495 Long Closed
28 28 (entries/exits stock two, PSKY) 124.541849 2023-01-12 19.771369 0.0 2023-03-13 19.558320 0.0 26.533498 0.010776 Short Closed
29 29 (entries/exits stock two, PSKY) 102.512499 2023-03-13 18.843007 0.0 2023-04-28 21.955429 0.0 319.062123 0.165176 Long Closed
30 30 (entries/exits stock two, PSKY) 70.290641 2023-04-28 22.479167 0.0 2023-05-04 15.810557 0.0 468.740883 0.296657 Short Closed
31 31 (entries/exits stock two, PSKY) 137.562830 2023-05-04 15.480379 0.0 2023-06-01 14.876540 0.0 -83.065828 -0.039007 Long Closed
32 32 (entries/exits stock two, PSKY) 133.234990 2023-06-01 14.887039 0.0 2023-07-05 15.612031 0.0 -96.594202 -0.048699 Short Closed
33 33 (entries/exits stock two, PSKY) 115.580512 2023-07-05 15.615253 0.0 2023-07-10 15.702449 0.0 10.078220 0.005584 Long Closed
34 34 (entries/exits stock two, PSKY) 115.343946 2023-07-10 15.699359 0.0 2023-07-12 15.997296 0.0 -34.365195 -0.018978 Short Closed
35 35 (entries/exits stock two, PSKY) 146.642252 2023-07-12 15.758267 0.0 2023-08-04 15.144130 0.0 -90.058355 -0.038972 Long Closed
36 36 (entries/exits stock two, PSKY) 247.278167 2023-08-04 13.952272 0.0 2023-10-26 11.472643 0.0 613.157936 0.177722 Short Closed
37 37 (entries/exits stock two, PSKY) 198.151762 2023-10-26 10.718400 0.0 2023-11-13 11.760795 0.0 206.552390 0.097253 Long Closed
38 38 (entries/exits stock two, PSKY) 197.733434 2023-11-13 12.162550 0.0 2023-12-13 15.005998 0.0 -562.244770 -0.233787 Short Closed
39 39 (entries/exits stock two, PSKY) 173.329870 2023-12-13 14.962781 0.0 2024-01-22 13.569974 0.0 -241.415147 -0.093085 Long Closed
40 40 (entries/exits stock two, PSKY) 186.629188 2024-01-22 13.293642 0.0 2024-02-15 12.453693 0.0 156.759026 0.063184 Short Closed
41 41 (entries/exits stock two, PSKY) 229.805530 2024-02-15 11.922155 0.0 2024-04-03 12.685559 0.0 175.434539 0.064032 Long Closed
42 42 (entries/exits stock two, PSKY) 170.510057 2024-04-03 13.066060 0.0 2024-04-08 10.812449 0.0 384.263254 0.172478 Short Closed
43 43 (entries/exits stock two, PSKY) 209.203720 2024-04-08 10.778160 0.0 2024-04-16 10.238922 0.0 -112.810585 -0.050031 Long Closed
44 44 (entries/exits stock two, PSKY) 254.034730 2024-04-16 10.500062 0.0 2024-05-07 12.549811 0.0 -520.707281 -0.195213 Short Closed
45 45 (entries/exits stock two, PSKY) 222.934152 2024-05-07 12.429247 0.0 2024-06-07 11.811292 0.0 -137.763283 -0.049718 Long Closed
46 46 (entries/exits stock two, PSKY) 237.734547 2024-06-07 11.451215 0.0 2024-06-18 9.454986 0.0 474.572459 0.174325 Short Closed
47 47 (entries/exits stock two, PSKY) 256.117614 2024-06-18 9.466693 0.0 2024-07-03 11.111486 0.0 421.260318 0.173745 Long Closed
48 48 (entries/exits stock two, PSKY) 226.618650 2024-07-03 11.245190 0.0 2024-07-12 11.364137 0.0 -26.955639 -0.010578 Short Closed
49 49 (entries/exits stock two, PSKY) 299.800096 2024-07-12 11.096840 0.0 2024-10-04 10.490975 0.0 -181.638336 -0.054598 Long Closed
50 50 (entries/exits stock two, PSKY) 231.150278 2024-10-04 10.372589 0.0 2024-10-23 10.183424 0.0 43.725632 0.018237 Short Closed
51 51 (entries/exits stock two, PSKY) 230.979633 2024-10-23 10.178314 0.0 2024-11-01 10.823897 0.0 149.116364 0.063427 Long Closed
52 52 (entries/exits stock two, PSKY) 222.779346 2024-11-01 10.836966 0.0 2024-11-08 10.941048 0.0 -23.187368 -0.009604 Short Closed
53 53 (entries/exits stock two, PSKY) 246.736811 2024-11-08 10.903358 0.0 2024-11-20 10.487365 0.0 -102.640753 -0.038153 Long Open
group
Start 2023-05-18 00:00:00
End 2025-04-17 00:00:00
Period 481 days 00:00:00
Start Value 10000.0
End Value 16626.265353
Total Return [%] 66.262654
Max Gross Exposure [%] 129.188426
Total Fees Paid 0.0
Max Drawdown [%] 18.127876
Max Drawdown Duration 177 days 00:00:00
Profit Factor 2.172465
Expectancy 11.163003
Sharpe Ratio 1.918665
Calmar Ratio 2.59698
Omega Ratio 1.302033
Sortino Ratio 2.909756
Skew -0.114999
Kurtosis 1.629376
Tail Ratio 1.118593
Common Sense Ratio 1.645202
Value at Risk -0.016506
Alpha 0.492569
Beta 0.036016
Position Id Column Size Entry Timestamp Avg Entry Price Entry Fees Exit Timestamp Avg Exit Price Exit Fees PnL Return Direction Status
0 0 (entries/exits, EVRG) 192.635110 2023-06-01 51.812208 0.0 2023-07-05 54.120945 0.0 444.743709 0.044560 Long Closed
1 1 (entries/exits, EVRG) 199.465840 2023-07-05 54.091961 0.0 2023-07-10 52.563477 0.0 304.880495 0.028257 Short Closed
2 2 (entries/exits, EVRG) 203.996108 2023-07-10 52.563477 0.0 2023-07-12 54.483630 0.0 391.703791 0.036530 Long Closed
3 3 (entries/exits, EVRG) 241.833918 2023-07-12 54.385416 0.0 2023-08-04 52.222383 0.0 523.094688 0.039772 Short Closed
4 4 (entries/exits, EVRG) 224.666257 2023-08-04 51.892681 0.0 2023-10-26 45.009879 0.0 -1546.333305 -0.132635 Long Closed
5 5 (entries/exits, EVRG) 247.969832 2023-10-26 45.030169 0.0 2023-11-13 44.199283 0.0 206.034686 0.018452 Short Closed
6 6 (entries/exits, EVRG) 234.385946 2023-11-13 43.999977 0.0 2023-12-13 49.460265 0.0 1279.814560 0.124097 Long Closed
7 7 (entries/exits, EVRG) 300.674832 2023-12-13 49.160298 0.0 2024-01-22 46.630548 0.0 760.632067 0.051459 Short Closed
8 8 (entries/exits, EVRG) 266.860343 2024-01-22 46.244853 0.0 2024-02-15 46.319419 0.0 19.898747 0.001612 Long Closed
9 9 (entries/exits, EVRG) 316.003321 2024-02-15 46.448887 0.0 2024-04-03 49.113078 0.0 -841.893119 -0.057357 Short Closed
10 10 (entries/exits, EVRG) 232.663367 2024-04-03 49.517509 0.0 2024-04-08 49.573936 0.0 13.128670 0.001140 Long Closed
11 11 (entries/exits, EVRG) 256.719787 2024-04-08 49.436413 0.0 2024-04-16 46.570389 0.0 735.765057 0.057974 Short Closed
12 12 (entries/exits, EVRG) 263.687737 2024-04-16 46.551064 0.0 2024-05-07 51.139989 0.0 1210.043314 0.098578 Long Closed
13 13 (entries/exits, EVRG) 314.288744 2024-05-07 51.136629 0.0 2024-06-07 50.571405 0.0 177.643369 0.011053 Short Closed
14 14 (entries/exits, EVRG) 271.239673 2024-06-07 50.324593 0.0 2024-06-18 50.172538 0.0 -41.243217 -0.003021 Long Closed
15 15 (entries/exits, EVRG) 284.277936 2024-06-18 50.173545 0.0 2024-07-03 49.884506 0.0 82.167450 0.005761 Short Closed
16 16 (entries/exits, EVRG) 274.779866 2024-07-03 49.849529 0.0 2024-07-12 52.310322 0.0 676.176465 0.049364 Long Closed
17 17 (entries/exits, EVRG) 344.703421 2024-07-12 53.062067 0.0 2024-10-04 57.308237 0.0 -1463.669258 -0.080023 Short Closed
18 18 (entries/exits, EVRG) 222.758424 2024-10-04 57.960187 0.0 2024-10-23 59.525975 0.0 348.792285 0.027015 Long Closed
19 19 (entries/exits, EVRG) 239.586104 2024-10-23 59.425720 0.0 2024-11-01 57.260586 0.0 518.736137 0.036434 Short Closed
20 20 (entries/exits, EVRG) 240.691193 2024-11-01 57.239707 0.0 2024-11-08 60.054337 0.0 677.456622 0.049173 Long Closed
21 21 (entries/exits, EVRG) 267.625190 2024-11-08 60.185145 0.0 2024-12-10 60.683075 0.0 -133.258463 -0.008273 Short Closed
22 22 (entries/exits, EVRG) 236.670552 2024-12-10 60.538102 0.0 2025-01-16 61.091583 0.0 130.992819 0.009143 Long Closed
23 23 (entries/exits, EVRG) 276.861452 2025-01-16 61.454109 0.0 2025-03-06 63.838284 0.0 -660.086139 -0.038796 Short Closed
24 24 (entries/exits, EVRG) 216.335149 2025-03-06 63.810744 0.0 2025-03-31 67.622017 0.0 824.512209 0.059728 Long Closed
25 25 (entries/exits, EVRG) 237.170113 2025-03-31 67.399639 0.0 2025-04-07 63.183081 0.0 1000.041599 0.062561 Short Closed
26 26 (entries/exits, EVRG) 247.435632 2025-04-07 63.121357 0.0 2025-04-17 67.053485 0.0 972.948515 0.062295 Long Open
27 27 (entries/exits stock two, PSKY) 1.838210 2023-06-01 14.883200 0.0 2023-07-05 15.608055 0.0 -1.332437 -0.048703 Short Closed
28 28 (entries/exits stock two, PSKY) 1.640341 2023-07-05 15.615785 0.0 2023-07-10 15.703027 0.0 0.143108 0.005587 Long Closed
29 29 (entries/exits stock two, PSKY) 1.636387 2023-07-10 15.699359 0.0 2023-07-12 15.995044 0.0 -0.483855 -0.018834 Short Closed
30 30 (entries/exits stock two, PSKY) 2.184416 2023-07-12 15.723147 0.0 2023-08-04 15.149344 0.0 -1.253425 -0.036494 Long Closed
31 31 (entries/exits stock two, PSKY) 3.292996 2023-08-04 14.083043 0.0 2023-10-26 11.456383 0.0 8.649583 0.186512 Short Closed
32 32 (entries/exits stock two, PSKY) 2.721687 2023-10-26 10.735009 0.0 2023-11-13 11.776252 0.0 2.833937 0.096995 Long Closed
33 33 (entries/exits stock two, PSKY) 2.598753 2023-11-13 12.148837 0.0 2023-12-13 15.069085 0.0 -7.589004 -0.240373 Short Closed
34 34 (entries/exits stock two, PSKY) 2.575166 2023-12-13 14.916280 0.0 2024-01-22 13.595221 0.0 -3.401946 -0.088565 Long Closed
35 35 (entries/exits stock two, PSKY) 2.635013 2024-01-22 13.307769 0.0 2024-02-15 12.429558 0.0 2.314098 0.065992 Short Closed
36 36 (entries/exits stock two, PSKY) 3.479320 2024-02-15 11.874399 0.0 2024-04-03 12.605955 0.0 2.545320 0.061608 Long Closed
37 37 (entries/exits stock two, PSKY) 2.335509 2024-04-03 13.088903 0.0 2024-04-08 10.812449 0.0 5.316677 0.173922 Short Closed
38 38 (entries/exits stock two, PSKY) 2.890450 2024-04-08 10.772306 0.0 2024-04-16 10.246668 0.0 -1.519331 -0.048795 Long Closed
39 39 (entries/exits stock two, PSKY) 3.448733 2024-04-16 10.481031 0.0 2024-05-07 12.573720 0.0 -7.217128 -0.199664 Short Closed
40 40 (entries/exits stock two, PSKY) 3.380992 2024-05-07 12.403602 0.0 2024-06-07 11.821731 0.0 -1.967301 -0.046911 Long Closed
41 41 (entries/exits stock two, PSKY) 3.395622 2024-06-07 11.490034 0.0 2024-06-18 9.454391 0.0 6.912273 0.177166 Short Closed
42 42 (entries/exits stock two, PSKY) 3.683262 2024-06-18 9.470904 0.0 2024-07-03 11.085786 0.0 5.948030 0.170510 Long Closed
43 43 (entries/exits stock two, PSKY) 3.124612 2024-07-03 11.248066 0.0 2024-07-12 11.362524 0.0 -0.357636 -0.010176 Short Closed
44 44 (entries/exits stock two, PSKY) 4.407455 2024-07-12 11.063555 0.0 2024-10-04 10.505044 0.0 -2.461616 -0.050482 Long Closed
45 45 (entries/exits stock two, PSKY) 3.200550 2024-10-04 10.373993 0.0 2024-10-23 10.182835 0.0 0.611812 0.018427 Short Closed
46 46 (entries/exits stock two, PSKY) 3.235796 2024-10-23 10.178526 0.0 2024-11-01 10.821134 0.0 2.079348 0.063134 Long Closed
47 47 (entries/exits stock two, PSKY) 3.089823 2024-11-01 10.837174 0.0 2024-11-08 10.938450 0.0 -0.312925 -0.009345 Short Closed
48 48 (entries/exits stock two, PSKY) 3.805280 2024-11-08 10.878884 0.0 2024-12-10 11.040161 0.0 0.613706 0.014825 Long Closed
49 49 (entries/exits stock two, PSKY) 3.706753 2024-12-10 10.980231 0.0 2025-01-16 10.169506 0.0 3.005159 0.073835 Short Closed
50 50 (entries/exits stock two, PSKY) 3.813316 2025-01-16 10.158801 0.0 2025-03-06 11.471726 0.0 5.006597 0.129240 Long Closed
51 51 (entries/exits stock two, PSKY) 3.209839 2025-03-06 11.644136 0.0 2025-03-31 11.904641 0.0 -0.836179 -0.022372 Short Closed
52 52 (entries/exits stock two, PSKY) 3.364233 2025-03-31 11.823241 0.0 2025-04-07 10.832997 0.0 -3.331410 -0.083754 Long Closed
53 53 (entries/exits stock two, PSKY) 3.839520 2025-04-07 10.802032 0.0 2025-04-17 10.899402 0.0 -0.373854 -0.009014 Short Open
group
Start 2023-10-11 00:00:00
End 2025-09-11 00:00:00
Period 481 days 00:00:00
Start Value 10000.0
End Value 18035.325149
Total Return [%] 80.353251
Max Gross Exposure [%] 138.440169
Total Fees Paid 0.0
Max Drawdown [%] 13.268625
Max Drawdown Duration 127 days 00:00:00
Profit Factor 2.599794
Expectancy 15.557522
Sharpe Ratio 2.488408
Calmar Ratio 4.253867
Omega Ratio 1.412236
Sortino Ratio 4.12377
Skew 0.383539
Kurtosis 1.520382
Tail Ratio 1.200963
Common Sense Ratio 1.878822
Value at Risk -0.014101
Alpha 0.585743
Beta 0.010881
Position Id Column Size Entry Timestamp Avg Entry Price Entry Fees Exit Timestamp Avg Exit Price Exit Fees PnL Return Direction Status
0 0 (entries/exits, EVRG) 207.301909 2023-10-26 45.043132 0.0 2023-11-13 44.141076 0.0 186.997912 0.020026 Short Closed
1 1 (entries/exits, EVRG) 205.619167 2023-11-13 44.086743 0.0 2023-12-13 49.275589 0.0 1066.926170 0.117696 Long Closed
2 2 (entries/exits, EVRG) 235.256055 2023-12-13 49.193308 0.0 2024-01-22 46.632413 0.0 602.466027 0.052058 Short Closed
3 3 (entries/exits, EVRG) 217.792694 2024-01-22 46.235943 0.0 2024-02-15 46.332079 0.0 20.937797 0.002079 Long Closed
4 4 (entries/exits, EVRG) 248.676743 2024-02-15 46.470195 0.0 2024-04-03 49.099397 0.0 -653.821462 -0.056578 Short Closed
5 5 (entries/exits, EVRG) 192.679937 2024-04-03 49.513300 0.0 2024-04-08 49.573936 0.0 11.683378 0.001225 Long Closed
6 6 (entries/exits, EVRG) 213.004465 2024-04-08 49.447883 0.0 2024-04-16 46.572489 0.0 612.471659 0.058150 Short Closed
7 7 (entries/exits, EVRG) 223.258032 2024-04-16 46.638617 0.0 2024-05-07 50.992946 0.0 972.139021 0.093363 Long Closed
8 8 (entries/exits, EVRG) 241.902269 2024-05-07 51.143143 0.0 2024-06-07 50.564136 0.0 140.062956 0.011321 Short Closed
9 9 (entries/exits, EVRG) 216.254042 2024-06-07 50.325680 0.0 2024-06-18 50.172725 0.0 -33.077137 -0.003039 Long Closed
10 10 (entries/exits, EVRG) 227.775820 2024-06-18 50.173926 0.0 2024-07-03 49.875894 0.0 67.884564 0.005940 Short Closed
11 11 (entries/exits, EVRG) 225.752503 2024-07-03 49.853902 0.0 2024-07-12 52.295367 0.0 551.166693 0.048972 Long Closed
12 12 (entries/exits, EVRG) 273.472804 2024-07-12 52.986122 0.0 2024-10-04 57.337110 0.0 -1189.876825 -0.082116 Short Closed
13 13 (entries/exits, EVRG) 183.946561 2024-10-04 57.956785 0.0 2024-10-23 59.511573 0.0 285.997854 0.026827 Long Closed
14 14 (entries/exits, EVRG) 194.409105 2024-10-23 59.432107 0.0 2024-11-01 57.251793 0.0 423.872839 0.036686 Short Closed
15 15 (entries/exits, EVRG) 197.256680 2024-11-01 57.239899 0.0 2024-11-08 60.037784 0.0 551.901431 0.048880 Long Closed
16 16 (entries/exits, EVRG) 216.295002 2024-11-08 60.176605 0.0 2024-12-10 60.669919 0.0 -106.701431 -0.008198 Short Closed
17 17 (entries/exits, EVRG) 199.277814 2024-12-10 60.499512 0.0 2025-01-16 61.060613 0.0 111.814983 0.009274 Long Closed
18 18 (entries/exits, EVRG) 227.884430 2025-01-16 61.463564 0.0 2025-03-06 63.864606 0.0 -547.160074 -0.039064 Short Closed
19 19 (entries/exits, EVRG) 187.044760 2025-03-06 63.836055 0.0 2025-03-31 67.576000 0.0 699.537271 0.058587 Long Closed
20 20 (entries/exits, EVRG) 195.661997 2025-03-31 67.426146 0.0 2025-04-07 63.181576 0.0 830.501087 0.062951 Short Closed
21 21 (entries/exits, EVRG) 206.356341 2025-04-07 63.163194 0.0 2025-05-05 68.055082 0.0 1009.472146 0.077448 Long Closed
22 22 (entries/exits, EVRG) 201.126936 2025-05-05 68.121146 0.0 2025-05-08 65.307370 0.0 565.926042 0.041305 Short Closed
23 23 (entries/exits, EVRG) 220.332115 2025-05-08 65.261916 0.0 2025-06-09 66.673009 0.0 310.909208 0.021622 Long Closed
24 24 (entries/exits, EVRG) 245.354058 2025-06-09 66.806213 0.0 2025-07-15 67.259761 0.0 -111.279975 -0.006789 Short Closed
25 25 (entries/exits, EVRG) 216.380879 2025-07-15 67.113048 0.0 2025-07-31 70.128148 0.0 652.409950 0.044926 Long Closed
26 26 (entries/exits, EVRG) 239.629340 2025-07-31 70.340421 0.0 2025-08-25 71.699649 0.0 -325.710913 -0.019324 Short Closed
27 27 (entries/exits, EVRG) 219.801270 2025-08-25 71.651327 0.0 2025-09-11 72.290776 0.0 140.551726 0.008924 Long Open
28 28 (entries/exits stock two, PSKY) 164.706201 2023-10-26 10.719915 0.0 2023-11-13 11.762177 0.0 171.666995 0.097227 Long Closed
29 29 (entries/exits stock two, PSKY) 163.749874 2023-11-13 12.161544 0.0 2023-12-13 15.011314 0.0 -466.649569 -0.234326 Short Closed
30 30 (entries/exits stock two, PSKY) 145.052314 2023-12-13 14.958721 0.0 2024-01-22 13.572218 0.0 -201.115482 -0.092689 Long Closed
31 31 (entries/exits stock two, PSKY) 155.473847 2024-01-22 13.294648 0.0 2024-02-15 12.451344 0.0 131.111682 0.063432 Short Closed
32 32 (entries/exits stock two, PSKY) 192.635042 2024-02-15 11.917945 0.0 2024-04-03 12.678583 0.0 146.525685 0.063823 Long Closed
33 33 (entries/exits stock two, PSKY) 141.718216 2024-04-03 13.067973 0.0 2024-04-08 10.812449 0.0 319.648792 0.172599 Short Closed
34 34 (entries/exits stock two, PSKY) 174.009079 2024-04-08 10.777654 0.0 2024-04-16 10.239584 0.0 -93.629165 -0.049925 Long Closed
35 35 (entries/exits stock two, PSKY) 211.002189 2024-04-16 10.498575 0.0 2024-05-07 12.551826 0.0 -433.240506 -0.195574 Short Closed
36 36 (entries/exits stock two, PSKY) 186.927330 2024-05-07 12.426995 0.0 2024-06-07 11.812209 0.0 -114.920293 -0.049472 Long Closed
37 37 (entries/exits stock two, PSKY) 198.320146 2024-06-07 11.454457 0.0 2024-06-18 9.454937 0.0 396.545159 0.174563 Short Closed
38 38 (entries/exits stock two, PSKY) 213.782116 2024-06-18 9.467058 0.0 2024-07-03 11.109274 0.0 351.076378 0.173466 Long Closed
39 39 (entries/exits stock two, PSKY) 188.484523 2024-07-03 11.245432 0.0 2024-07-12 11.364001 0.0 -22.348476 -0.010544 Short Closed
40 40 (entries/exits stock two, PSKY) 250.745075 2024-07-12 11.093864 0.0 2024-10-04 10.492225 0.0 -150.858053 -0.054232 Long Closed
41 41 (entries/exits stock two, PSKY) 192.329368 2024-10-04 10.372707 0.0 2024-10-23 10.183374 0.0 36.414470 0.018253 Short Closed
42 42 (entries/exits stock two, PSKY) 192.378574 2024-10-23 10.178332 0.0 2024-11-01 10.823662 0.0 124.147488 0.063402 Long Closed
43 43 (entries/exits stock two, PSKY) 185.377374 2024-11-01 10.836975 0.0 2024-11-08 10.940828 0.0 -19.252051 -0.009583 Short Closed
44 44 (entries/exits stock two, PSKY) 220.926899 2024-11-08 10.884913 0.0 2024-12-10 11.042202 0.0 34.749542 0.014450 Long Closed
45 45 (entries/exits stock two, PSKY) 225.887526 2024-12-10 10.972707 0.0 2025-01-16 10.176364 0.0 179.883982 0.072575 Short Closed
46 46 (entries/exits stock two, PSKY) 227.504235 2025-01-16 10.149050 0.0 2025-03-06 11.495712 0.0 306.371293 0.132688 Long Closed
47 47 (entries/exits stock two, PSKY) 200.698437 2025-03-06 11.643334 0.0 2025-03-31 11.904844 0.0 -52.484556 -0.022460 Short Closed
48 48 (entries/exits stock two, PSKY) 202.884198 2025-03-31 11.834861 0.0 2025-04-07 10.830509 0.0 -203.767062 -0.084864 Long Closed
49 49 (entries/exits stock two, PSKY) 243.037496 2025-04-07 10.832542 0.0 2025-05-05 11.207706 0.0 -91.179035 -0.034633 Short Closed
50 50 (entries/exits stock two, PSKY) 212.800962 2025-05-05 11.202691 0.0 2025-05-08 11.626951 0.0 90.283020 0.037871 Long Closed
51 51 (entries/exits stock two, PSKY) 231.243628 2025-05-08 11.643117 0.0 2025-06-09 11.944927 0.0 -69.791757 -0.025922 Short Closed
52 52 (entries/exits stock two, PSKY) 231.942679 2025-06-09 11.993212 0.0 2025-07-15 12.904845 0.0 211.446604 0.076012 Long Closed
53 53 (entries/exits stock two, PSKY) 202.093120 2025-07-15 12.962572 0.0 2025-07-31 12.587840 0.0 75.730684 0.028909 Short Closed
54 54 (entries/exits stock two, PSKY) 287.560496 2025-07-31 12.346476 0.0 2025-08-25 15.191941 0.0 818.243201 0.230468 Long Closed
55 55 (entries/exits stock two, PSKY) 197.621072 2025-08-25 15.805453 0.0 2025-09-11 17.259178 0.0 -287.286715 -0.091976 Short Open
group
Start 2022-12-22 00:00:00
End 2024-11-20 00:00:00
Period 481 days 00:00:00
Start Value 10000.0
End Value 17476.69605
Total Return [%] 74.766961
Max Gross Exposure [%] 119.690534
Total Fees Paid 0.0
Max Drawdown [%] 8.319024
Max Drawdown Duration 101 days 00:00:00
Profit Factor 3.706029
Expectancy 14.029454
Sharpe Ratio 2.294752
Calmar Ratio 6.341125
Omega Ratio 1.398196
Sortino Ratio 3.731782
Skew 0.476495
Kurtosis 3.478653
Tail Ratio 1.139728
Common Sense Ratio 1.740956
Value at Risk -0.014433
Alpha 0.527166
Beta 0.052987
Position Id Column Size Entry Timestamp Avg Entry Price Entry Fees Exit Timestamp Avg Exit Price Exit Fees PnL Return Direction Status
0 0 (entries/exits, EXPD) 82.207149 2022-12-27 103.058972 0.0 2023-01-10 105.140457 0.0 -171.112965 -0.020197 Short Closed
1 1 (entries/exits, EXPD) 77.906424 2023-01-10 105.324186 0.0 2023-02-08 109.500141 0.0 325.333788 0.039649 Long Closed
2 2 (entries/exits, EXPD) 99.181851 2023-02-08 108.040215 0.0 2023-03-21 103.246481 0.0 475.451403 0.044370 Short Closed
3 3 (entries/exits, EXPD) 85.326154 2023-03-21 102.789154 0.0 2023-05-03 113.792215 0.0 938.848885 0.107045 Long Closed
4 4 (entries/exits, EXPD) 90.215024 2023-05-03 113.809329 0.0 2023-05-22 110.948561 0.0 258.084256 0.025136 Short Closed
5 5 (entries/exits, EXPD) 88.972747 2023-05-22 111.012362 0.0 2023-07-11 119.556327 0.0 760.180032 0.076964 Long Closed
6 6 (entries/exits, EXPD) 83.576036 2023-07-11 119.956138 0.0 2023-07-13 118.796814 0.0 96.891708 0.009665 Short Closed
7 7 (entries/exits, EXPD) 85.696913 2023-07-13 118.832407 0.0 2023-08-02 121.390437 0.0 219.215338 0.021526 Long Closed
8 8 (entries/exits, EXPD) 105.061365 2023-08-02 120.053084 0.0 2023-09-01 113.650197 0.0 672.696054 0.053334 Short Closed
9 9 (entries/exits, EXPD) 97.144726 2023-09-01 113.521570 0.0 2023-09-21 110.302120 0.0 -312.752598 -0.028360 Long Closed
10 10 (entries/exits, EXPD) 121.493000 2023-09-21 110.265231 0.0 2023-11-02 110.547223 0.0 -34.260128 -0.002557 Short Closed
11 11 (entries/exits, EXPD) 98.829926 2023-11-02 110.256230 0.0 2024-01-03 124.351660 0.0 1393.050310 0.127842 Long Closed
12 12 (entries/exits, EXPD) 103.825009 2024-01-03 124.673847 0.0 2024-01-29 125.744248 0.0 -111.134434 -0.008586 Short Closed
13 13 (entries/exits, EXPD) 92.592091 2024-01-29 125.760990 0.0 2024-02-13 122.943752 0.0 -260.853963 -0.022402 Long Closed
14 14 (entries/exits, EXPD) 122.428662 2024-02-13 121.155969 0.0 2024-03-19 115.860899 0.0 648.268377 0.043705 Short Closed
15 15 (entries/exits, EXPD) 107.091310 2024-03-19 115.503254 0.0 2024-04-11 116.569649 0.0 114.201571 0.009233 Long Closed
16 16 (entries/exits, EXPD) 118.964662 2024-04-11 115.945334 0.0 2024-05-06 113.340839 0.0 309.842776 0.022463 Short Closed
17 17 (entries/exits, EXPD) 111.320080 2024-05-06 113.540362 0.0 2024-06-10 124.892578 0.0 1263.729637 0.099984 Long Closed
18 18 (entries/exits, EXPD) 112.972694 2024-06-10 125.037215 0.0 2024-06-18 122.940910 0.0 236.825170 0.016765 Short Closed
19 19 (entries/exits, EXPD) 120.202141 2024-06-18 122.700341 0.0 2024-09-23 123.610745 0.0 109.432517 0.007420 Long Closed
20 20 (entries/exits, EXPD) 127.800602 2024-09-23 123.690114 0.0 2024-10-15 120.453120 0.0 413.689864 0.026170 Short Closed
21 21 (entries/exits, EXPD) 116.336966 2024-10-15 119.778091 0.0 2024-10-31 117.478025 0.0 -267.582682 -0.019203 Long Closed
22 22 (entries/exits, EXPD) 128.523632 2024-10-31 117.476607 0.0 2024-11-20 117.546419 0.0 -8.972464 -0.000594 Short Open
23 23 (entries/exits stock two, MCO) 8.332457 2022-12-27 270.019924 0.0 2023-01-10 289.096613 0.0 158.955677 0.070649 Long Closed
24 24 (entries/exits stock two, MCO) 7.918303 2023-01-10 292.615542 0.0 2023-02-08 305.291113 0.0 -100.369022 -0.043318 Short Closed
25 25 (entries/exits stock two, MCO) 9.068848 2023-02-08 300.994684 0.0 2023-03-21 291.155600 0.0 -89.229161 -0.032689 Long Closed
26 26 (entries/exits stock two, MCO) 8.888746 2023-03-21 291.705242 0.0 2023-05-03 294.455465 0.0 -24.446038 -0.009428 Short Closed
27 27 (entries/exits stock two, MCO) 8.598903 2023-05-03 294.452334 0.0 2023-05-22 314.844689 0.0 175.351888 0.069255 Long Closed
28 28 (entries/exits stock two, MCO) 9.129509 2023-05-22 316.679294 0.0 2023-07-11 331.939558 0.0 -139.318721 -0.048188 Short Closed
29 29 (entries/exits stock two, MCO) 7.866899 2023-07-11 333.208374 0.0 2023-07-13 344.203238 0.0 86.495482 0.032997 Long Closed
30 30 (entries/exits stock two, MCO) 8.210244 2023-07-13 344.541382 0.0 2023-08-02 338.077839 0.0 53.067269 0.018760 Short Closed
31 31 (entries/exits stock two, MCO) 9.462158 2023-08-02 336.205616 0.0 2023-09-01 333.704336 0.0 -23.667507 -0.007440 Long Closed
32 32 (entries/exits stock two, MCO) 8.972762 2023-09-01 334.104568 0.0 2023-09-21 320.167670 0.0 125.052460 0.041714 Short Closed
33 33 (entries/exits stock two, MCO) 10.917948 2023-09-21 316.726523 0.0 2023-11-02 320.240154 0.0 38.361647 0.011094 Long Closed
34 34 (entries/exits stock two, MCO) 9.736205 2023-11-02 326.661421 0.0 2024-01-03 367.762665 0.0 -400.170146 -0.125822 Short Closed
35 35 (entries/exits stock two, MCO) 8.594961 2024-01-03 370.343328 0.0 2024-01-29 385.279286 0.0 128.373986 0.040330 Long Closed
36 36 (entries/exits stock two, MCO) 8.237227 2024-01-29 386.354984 0.0 2024-02-13 367.091423 0.0 158.678317 0.049860 Short Closed
37 37 (entries/exits stock two, MCO) 9.611689 2024-02-13 365.772131 0.0 2024-03-19 382.278473 0.0 158.653825 0.045127 Long Closed
38 38 (entries/exits stock two, MCO) 8.955190 2024-03-19 382.987208 0.0 2024-04-11 379.783818 0.0 28.686965 0.008364 Short Closed
39 39 (entries/exits stock two, MCO) 9.230364 2024-04-11 378.399364 0.0 2024-05-06 382.753649 0.0 40.191631 0.011507 Long Closed
40 40 (entries/exits stock two, MCO) 9.701907 2024-05-06 385.225139 0.0 2024-06-10 398.414510 0.0 -127.962050 -0.034238 Short Closed
41 41 (entries/exits stock two, MCO) 9.096603 2024-06-10 398.330334 0.0 2024-06-18 415.976293 0.0 160.518289 0.044300 Long Closed
42 42 (entries/exits stock two, MCO) 10.988297 2024-06-18 422.474425 0.0 2024-09-23 466.256445 0.0 -481.089835 -0.103632 Short Closed
43 43 (entries/exits stock two, MCO) 8.281247 2024-09-23 474.223783 0.0 2024-10-15 482.435117 0.0 68.000091 0.017315 Long Closed
44 44 (entries/exits stock two, MCO) 8.107872 2024-10-15 482.103541 0.0 2024-10-31 451.261316 0.0 250.064810 0.063974 Short Closed
45 45 (entries/exits stock two, MCO) 8.568667 2024-10-31 451.663871 0.0 2024-11-20 470.736119 0.0 163.423742 0.042227 Long Open
group
Start 2023-05-18 00:00:00
End 2025-04-17 00:00:00
Period 481 days 00:00:00
Start Value 10000.0
End Value 15061.212635
Total Return [%] 50.612126
Max Gross Exposure [%] 123.902082
Total Fees Paid 0.0
Max Drawdown [%] 9.104498
Max Drawdown Duration 101 days 00:00:00
Profit Factor 2.417556
Expectancy 8.61282
Sharpe Ratio 1.643749
Calmar Ratio 4.003272
Omega Ratio 1.276183
Sortino Ratio 2.617068
Skew 0.592371
Kurtosis 5.296937
Tail Ratio 1.147013
Common Sense Ratio 1.565073
Value at Risk -0.014827
Alpha 0.442081
Beta -0.160417
Position Id Column Size Entry Timestamp Avg Entry Price Entry Fees Exit Timestamp Avg Exit Price Exit Fees PnL Return Direction Status
0 0 (entries/exits, EXPD) 76.323476 2023-05-22 111.007245 0.0 2023-07-11 119.599739 0.0 655.809002 0.077405 Long Closed
1 1 (entries/exits, EXPD) 72.220638 2023-07-11 119.956241 0.0 2023-07-13 118.796814 0.0 83.734572 0.009665 Short Closed
2 2 (entries/exits, EXPD) 73.978605 2023-07-13 118.828470 0.0 2023-08-02 121.390604 0.0 189.543120 0.021562 Long Closed
3 3 (entries/exits, EXPD) 91.104681 2023-08-02 120.031749 0.0 2023-09-01 113.649812 0.0 581.424371 0.053169 Short Closed
4 4 (entries/exits, EXPD) 83.910399 2023-09-01 113.522361 0.0 2023-09-21 110.295351 0.0 -270.779695 -0.028426 Long Closed
5 5 (entries/exits, EXPD) 105.528287 2023-09-21 110.266782 0.0 2023-11-02 110.551957 0.0 -30.094042 -0.002586 Short Closed
6 6 (entries/exits, EXPD) 85.194005 2023-11-02 110.235180 0.0 2024-01-03 124.410599 0.0 1207.660710 0.128593 Long Closed
7 7 (entries/exits, EXPD) 90.350453 2024-01-03 124.670593 0.0 2024-01-29 125.742463 0.0 -96.844001 -0.008598 Short Closed
8 8 (entries/exits, EXPD) 80.245540 2024-01-29 125.763788 0.0 2024-02-13 122.940131 0.0 -226.585848 -0.022452 Long Closed
9 9 (entries/exits, EXPD) 106.452138 2024-02-13 121.137154 0.0 2024-03-19 115.867921 0.0 560.921211 0.043498 Short Closed
10 10 (entries/exits, EXPD) 92.523317 2024-03-19 115.499996 0.0 2024-04-11 116.565648 0.0 98.597708 0.009226 Long Closed
11 11 (entries/exits, EXPD) 103.309041 2024-04-11 115.937977 0.0 2024-05-06 113.339000 0.0 268.497814 0.022417 Short Closed
12 12 (entries/exits, EXPD) 96.319973 2024-05-06 113.532903 0.0 2024-06-10 124.925065 0.0 1097.292743 0.100342 Long Closed
13 13 (entries/exits, EXPD) 98.333720 2024-06-10 125.034852 0.0 2024-06-18 122.941160 0.0 205.880482 0.016745 Short Closed
14 14 (entries/exits, EXPD) 103.567347 2024-06-18 122.724894 0.0 2024-09-23 123.641357 0.0 94.915601 0.007468 Long Closed
15 15 (entries/exits, EXPD) 111.750689 2024-09-23 123.686292 0.0 2024-10-15 120.460113 0.0 360.527761 0.026084 Short Closed
16 16 (entries/exits, EXPD) 101.298756 2024-10-15 119.780299 0.0 2024-10-31 117.478011 0.0 -233.218874 -0.019221 Long Closed
17 17 (entries/exits, EXPD) 111.995877 2024-10-31 117.476259 0.0 2024-11-25 120.627143 0.0 -352.886033 -0.026821 Short Closed
18 18 (entries/exits, EXPD) 99.658829 2024-11-25 120.768508 0.0 2024-12-18 113.580795 0.0 -716.319064 -0.059516 Long Closed
19 19 (entries/exits, EXPD) 116.619079 2024-12-18 113.001630 0.0 2025-01-21 111.863577 0.0 132.718729 0.010071 Short Closed
20 20 (entries/exits, EXPD) 106.042928 2025-01-21 111.999784 0.0 2025-02-27 116.146888 0.0 439.771105 0.037028 Long Closed
21 21 (entries/exits, EXPD) 164.464508 2025-02-27 113.971988 0.0 2025-04-17 108.848673 0.0 842.603398 0.044952 Short Open
22 22 (entries/exits stock two, MCO) 6.790335 2023-05-22 316.695904 0.0 2023-07-11 331.928479 0.0 -103.434279 -0.048098 Short Closed
23 23 (entries/exits stock two, MCO) 5.861223 2023-07-11 333.208374 0.0 2023-07-13 344.201621 0.0 64.433873 0.032992 Long Closed
24 24 (entries/exits stock two, MCO) 6.113882 2023-07-13 344.543758 0.0 2023-08-02 338.064153 0.0 39.615540 0.018806 Short Closed
25 25 (entries/exits stock two, MCO) 7.079058 2023-08-02 336.170062 0.0 2023-09-01 333.694850 0.0 -17.522171 -0.007363 Long Closed
26 26 (entries/exits stock two, MCO) 6.687694 2023-09-01 334.103815 0.0 2023-09-21 320.155313 0.0 93.283307 0.041749 Short Closed
27 27 (entries/exits stock two, MCO) 8.176619 2023-09-21 316.666036 0.0 2023-11-02 320.202457 0.0 28.915970 0.011168 Long Closed
28 28 (entries/exits stock two, MCO) 7.268691 2023-11-02 326.744630 0.0 2024-01-03 367.788509 0.0 -298.335295 -0.125615 Short Closed
29 29 (entries/exits stock two, MCO) 6.447371 2024-01-03 370.347684 0.0 2024-01-29 385.258642 0.0 96.136484 0.040262 Long Closed
30 30 (entries/exits stock two, MCO) 6.156449 2024-01-29 386.349913 0.0 2024-02-13 367.050557 0.0 118.815498 0.049953 Short Closed
31 31 (entries/exits stock two, MCO) 7.207579 2024-02-13 365.809904 0.0 2024-03-19 382.263402 0.0 118.589895 0.044978 Long Closed
32 32 (entries/exits stock two, MCO) 6.687357 2024-03-19 383.000115 0.0 2024-04-11 379.778449 0.0 21.544428 0.008412 Short Closed
33 33 (entries/exits stock two, MCO) 6.911069 2024-04-11 378.375659 0.0 2024-05-06 382.736492 0.0 30.138016 0.011525 Long Closed
34 34 (entries/exits stock two, MCO) 7.249082 2024-05-06 385.228820 0.0 2024-06-10 398.407559 0.0 -95.533750 -0.034210 Short Closed
35 35 (entries/exits stock two, MCO) 6.823248 2024-06-10 398.334806 0.0 2024-06-18 415.969010 0.0 120.322547 0.044270 Long Closed
36 36 (entries/exits stock two, MCO) 8.231543 2024-06-18 422.518034 0.0 2024-09-23 466.282047 0.0 -360.245344 -0.103579 Short Closed
37 37 (entries/exits stock two, MCO) 6.243036 2024-09-23 474.190089 0.0 2024-10-15 482.403322 0.0 51.275511 0.017321 Long Closed
38 38 (entries/exits stock two, MCO) 6.083394 2024-10-15 482.131404 0.0 2024-10-31 451.256500 0.0 187.824191 0.064038 Short Closed
39 39 (entries/exits stock two, MCO) 6.439093 2024-10-31 451.689374 0.0 2024-11-25 488.498125 0.0 237.014953 0.081491 Long Closed
40 40 (entries/exits stock two, MCO) 5.800784 2024-11-25 491.199089 0.0 2024-12-18 469.414021 0.0 126.370484 0.044351 Short Closed
41 41 (entries/exits stock two, MCO) 6.358966 2024-12-18 466.425876 0.0 2025-01-21 480.518922 0.0 89.617204 0.030215 Long Closed
42 42 (entries/exits stock two, MCO) 6.319219 2025-01-21 485.088203 0.0 2025-02-27 492.877742 0.0 -49.223805 -0.016058 Short Closed
43 43 (entries/exits stock two, MCO) 8.947855 2025-02-27 467.178616 0.0 2025-04-17 430.123767 0.0 -331.561395 -0.079316 Long Open
group
Start 2023-10-11 00:00:00
End 2025-09-11 00:00:00
Period 481 days 00:00:00
Start Value 10000.0
End Value 14522.02306
Total Return [%] 45.220231
Max Gross Exposure [%] 123.864803
Total Fees Paid 0.0
Max Drawdown [%] 9.115407
Max Drawdown Duration 101 days 00:00:00
Profit Factor 2.743631
Expectancy 9.445604
Sharpe Ratio 1.438916
Calmar Ratio 3.59005
Omega Ratio 1.237428
Sortino Ratio 2.30684
Skew 0.629996
Kurtosis 4.800805
Tail Ratio 1.1764
Common Sense Ratio 1.561374
Value at Risk -0.015179
Alpha 0.410385
Beta -0.109273
Position Id Column Size Entry Timestamp Avg Entry Price Entry Fees Exit Timestamp Avg Exit Price Exit Fees PnL Return Direction Status
0 0 (entries/exits, EXPD) 82.962103 2023-10-18 113.519354 0.0 2023-11-02 109.971335 0.0 294.351149 0.031255 Short Closed
1 1 (entries/exits, EXPD) 78.186610 2023-11-02 110.234594 0.0 2024-01-03 124.412230 0.0 1108.501313 0.128613 Long Closed
2 2 (entries/exits, EXPD) 82.940573 2024-01-03 124.670503 0.0 2024-01-29 125.742414 0.0 -88.904917 -0.008598 Short Closed
3 3 (entries/exits, EXPD) 73.656058 2024-01-29 125.763865 0.0 2024-02-13 122.940031 0.0 -207.992469 -0.022453 Long Closed
4 4 (entries/exits, EXPD) 97.719472 2024-02-13 121.136638 0.0 2024-03-19 115.868113 0.0 514.837413 0.043492 Short Closed
5 5 (entries/exits, EXPD) 84.918322 2024-03-19 115.499905 0.0 2024-04-11 116.565537 0.0 90.491687 0.009226 Long Closed
6 6 (entries/exits, EXPD) 94.830904 2024-04-11 115.937774 0.0 2024-05-06 113.338949 0.0 246.448928 0.022416 Short Closed
7 7 (entries/exits, EXPD) 88.406530 2024-05-06 113.532697 0.0 2024-06-10 124.925963 0.0 1007.239188 0.100352 Long Closed
8 8 (entries/exits, EXPD) 90.269657 2024-06-10 125.034786 0.0 2024-06-18 122.941167 0.0 188.990326 0.016744 Short Closed
9 9 (entries/exits, EXPD) 95.047290 2024-06-18 122.725578 0.0 2024-09-23 123.642209 0.0 87.123277 0.007469 Long Closed
10 10 (entries/exits, EXPD) 102.599256 2024-09-23 123.686187 0.0 2024-10-15 120.460305 0.0 330.973079 0.026081 Short Closed
11 11 (entries/exits, EXPD) 92.992444 2024-10-15 119.780360 0.0 2024-10-31 117.478011 0.0 -214.101053 -0.019221 Long Closed
12 12 (entries/exits, EXPD) 102.814582 2024-10-31 117.476250 0.0 2024-11-25 120.627004 0.0 -323.943533 -0.026820 Short Closed
13 13 (entries/exits, EXPD) 91.473710 2024-11-25 120.768702 0.0 2024-12-18 113.580686 0.0 -657.514478 -0.059519 Long Closed
14 14 (entries/exits, EXPD) 107.046904 2024-12-18 113.001373 0.0 2025-01-21 111.863515 0.0 121.804195 0.010069 Short Closed
15 15 (entries/exits, EXPD) 97.321254 2025-01-21 111.999685 0.0 2025-02-27 116.147240 0.0 403.645266 0.037032 Long Closed
16 16 (entries/exits, EXPD) 158.889185 2025-02-27 113.593823 0.0 2025-04-30 110.977845 0.0 415.650546 0.023029 Short Closed
17 17 (entries/exits, EXPD) 106.684385 2025-04-30 109.244102 0.0 2025-06-13 114.197062 0.0 528.403467 0.045338 Long Closed
18 18 (entries/exits, EXPD) 106.915556 2025-06-13 114.187094 0.0 2025-06-30 114.255557 0.0 -7.319820 -0.000600 Short Closed
19 19 (entries/exits, EXPD) 107.019451 2025-06-30 114.331699 0.0 2025-08-25 120.182244 0.0 626.122058 0.051172 Long Closed
20 20 (entries/exits, EXPD) 105.520723 2025-08-25 120.377629 0.0 2025-09-11 123.234926 0.0 -301.504027 -0.023736 Short Open
21 21 (entries/exits stock two, MCO) 6.587948 2023-10-18 308.493733 0.0 2023-11-02 320.975148 0.0 82.226916 0.040459 Long Closed
22 22 (entries/exits stock two, MCO) 6.643146 2023-11-02 326.747070 0.0 2024-01-03 367.789185 0.0 -272.648739 -0.125608 Short Closed
23 23 (entries/exits stock two, MCO) 5.893257 2024-01-03 370.347803 0.0 2024-01-29 385.258073 0.0 87.870045 0.040260 Long Closed
24 24 (entries/exits stock two, MCO) 5.626816 2024-01-29 386.349777 0.0 2024-02-13 367.049595 0.0 108.598580 0.049955 Short Closed
25 25 (entries/exits stock two, MCO) 6.588064 2024-02-13 365.810940 0.0 2024-03-19 382.262988 0.0 108.387150 0.044974 Long Closed
26 26 (entries/exits stock two, MCO) 6.111855 2024-03-19 383.000471 0.0 2024-04-11 379.778301 0.0 19.693435 0.008413 Short Closed
27 27 (entries/exits stock two, MCO) 6.316774 2024-04-11 378.375007 0.0 2024-05-06 382.736020 0.0 27.547533 0.011526 Long Closed
28 28 (entries/exits stock two, MCO) 6.625354 2024-05-06 385.228937 0.0 2024-06-10 398.407357 0.0 -87.311707 -0.034209 Short Closed
29 29 (entries/exits stock two, MCO) 6.236816 2024-06-10 398.334929 0.0 2024-06-18 415.968809 0.0 109.979266 0.044269 Long Closed
30 30 (entries/exits stock two, MCO) 7.523805 2024-06-18 422.519237 0.0 2024-09-23 466.282753 0.0 -329.268146 -0.103578 Short Closed
31 31 (entries/exits stock two, MCO) 5.707262 2024-09-23 474.189163 0.0 2024-10-15 482.402447 0.0 46.875367 0.017321 Long Closed
32 32 (entries/exits stock two, MCO) 5.560593 2024-10-15 482.132172 0.0 2024-10-31 451.256366 0.0 171.687776 0.064040 Short Closed
33 33 (entries/exits stock two, MCO) 5.885974 2024-10-31 451.690074 0.0 2024-11-25 488.496115 0.0 216.639383 0.081485 Long Closed
34 34 (entries/exits stock two, MCO) 5.301648 2024-11-25 491.199176 0.0 2024-12-18 469.414037 0.0 115.497141 0.044351 Short Closed
35 35 (entries/exits stock two, MCO) 5.812191 2024-12-18 466.425161 0.0 2025-01-21 480.517825 0.0 81.909252 0.030214 Long Closed
36 36 (entries/exits stock two, MCO) 5.775356 2025-01-21 485.088722 0.0 2025-02-27 492.876744 0.0 -44.978599 -0.016055 Short Closed
37 37 (entries/exits stock two, MCO) 8.518348 2025-02-27 465.294487 0.0 2025-04-30 449.517413 0.0 -134.394599 -0.033908 Long Closed
38 38 (entries/exits stock two, MCO) 6.132173 2025-04-30 454.119365 0.0 2025-06-13 471.376917 0.0 -105.826295 -0.038002 Short Closed
39 39 (entries/exits stock two, MCO) 5.779823 2025-06-13 471.244284 0.0 2025-06-30 499.183789 0.0 161.485386 0.059289 Long Closed
40 40 (entries/exits stock two, MCO) 6.439508 2025-06-30 501.673032 0.0 2025-08-25 509.855323 0.0 -52.689921 -0.016310 Short Closed
41 41 (entries/exits stock two, MCO) 5.590674 2025-08-25 509.656362 0.0 2025-09-11 518.142323 0.0 47.442239 0.016650 Long Open
group
Start 2022-12-22 00:00:00
End 2024-11-20 00:00:00
Period 481 days 00:00:00
Start Value 10000.0
End Value 14156.828871
Total Return [%] 41.568289
Max Gross Exposure [%] 34296.545455
Total Fees Paid 0.0
Max Drawdown [%] 6.539166
Max Drawdown Duration 108 days 00:00:00
Profit Factor 2.689988
Expectancy 9.221094
Sharpe Ratio 2.161657
Calmar Ratio 4.615915
Omega Ratio 1.384356
Sortino Ratio 3.32493
Skew -0.012062
Kurtosis 8.753986
Tail Ratio 1.349756
Common Sense Ratio 1.757169
Value at Risk -0.007944
Alpha 0.291032
Beta 0.045987
Position Id Column Size Entry Timestamp Avg Entry Price Entry Fees Exit Timestamp Avg Exit Price Exit Fees PnL Return Direction Status
0 0 (entries/exits, FE) 152.171269 2023-01-03 37.401985 0.0 2023-01-31 36.593230 0.0 123.069325 0.021623 Short Closed
1 1 (entries/exits, FE) 159.445551 2023-01-31 36.352894 0.0 2023-03-16 36.109660 0.0 -38.782458 -0.006691 Long Closed
2 2 (entries/exits, FE) 169.432652 2023-03-16 36.044341 0.0 2023-04-28 35.895481 0.0 25.221664 0.004130 Short Closed
3 3 (entries/exits, FE) 159.061772 2023-04-28 35.702220 0.0 2023-06-08 35.371494 0.0 -52.605717 -0.009263 Long Closed
4 4 (entries/exits, FE) 158.711983 2023-06-08 35.370697 0.0 2023-07-03 35.455996 0.0 -13.537916 -0.002412 Short Closed
5 5 (entries/exits, FE) 155.410799 2023-07-03 35.455053 0.0 2023-07-25 36.371159 0.0 142.372776 0.025839 Long Closed
6 6 (entries/exits, FE) 157.481119 2023-07-25 36.350294 0.0 2023-08-03 33.791481 0.0 402.964654 0.070393 Short Closed
7 7 (entries/exits, FE) 181.940373 2023-08-03 33.712137 0.0 2023-09-22 33.120315 0.0 -107.676291 -0.017555 Long Closed
8 8 (entries/exits, FE) 182.026231 2023-09-22 33.019876 0.0 2023-10-02 29.937876 0.0 561.004801 0.093338 Short Closed
9 9 (entries/exits, FE) 200.389895 2023-10-02 30.014794 0.0 2023-10-26 33.027027 0.0 603.621021 0.100358 Long Closed
10 10 (entries/exits, FE) 214.566027 2023-10-26 33.133532 0.0 2023-11-30 34.246706 0.0 -238.849390 -0.033597 Short Closed
11 11 (entries/exits, FE) 198.720058 2023-11-30 34.300403 0.0 2024-01-10 35.887812 0.0 315.449932 0.046280 Long Closed
12 12 (entries/exits, FE) 204.583300 2024-01-10 35.810589 0.0 2024-02-01 34.651904 0.0 237.047688 0.032356 Short Closed
13 13 (entries/exits, FE) 200.421316 2024-02-01 34.615272 0.0 2024-02-09 35.044441 0.0 86.014644 0.012398 Long Closed
14 14 (entries/exits, FE) 221.744973 2024-02-09 34.999617 0.0 2024-03-12 35.545610 0.0 -121.071221 -0.015600 Short Closed
15 15 (entries/exits, FE) 207.942483 2024-03-12 35.600654 0.0 2024-04-04 35.947270 0.0 72.076208 0.009736 Long Closed
16 16 (entries/exits, FE) 213.345979 2024-04-04 35.902712 0.0 2024-04-25 36.195062 0.0 -62.371553 -0.008143 Short Closed
17 17 (entries/exits, FE) 223.888258 2024-04-25 36.293654 0.0 2024-07-31 39.322152 0.0 678.045056 0.083444 Long Closed
18 18 (entries/exits, FE) 185.629008 2024-07-31 39.817304 0.0 2024-08-23 41.381084 0.0 -290.282882 -0.039274 Short Closed
19 19 (entries/exits, FE) 178.646404 2024-08-23 41.460297 0.0 2024-09-13 42.649136 0.0 212.381937 0.028674 Long Closed
20 20 (entries/exits, FE) 188.230671 2024-09-13 42.572879 0.0 2024-10-09 40.904182 0.0 314.099892 0.039196 Short Closed
21 21 (entries/exits, FE) 180.940973 2024-10-09 40.814438 0.0 2024-10-15 41.722175 0.0 164.246797 0.022241 Long Closed
22 22 (entries/exits, FE) 190.653051 2024-10-15 41.715905 0.0 2024-10-30 40.526223 0.0 226.816596 0.028519 Short Closed
23 23 (entries/exits, FE) 192.479480 2024-10-30 40.440929 0.0 2024-11-20 40.424894 0.0 -3.086517 -0.000397 Long Open
24 24 (entries/exits stock two, MO) 140.915183 2023-01-03 37.050086 0.0 2023-01-31 36.721532 0.0 -46.298186 -0.008868 Long Closed
25 25 (entries/exits stock two, MO) 152.660767 2023-01-31 36.874248 0.0 2023-03-16 37.789775 0.0 -139.765086 -0.024828 Short Closed
26 26 (entries/exits stock two, MO) 143.084012 2023-03-16 37.576677 0.0 2023-04-28 39.286860 0.0 244.699844 0.045512 Long Closed
27 27 (entries/exits stock two, MO) 147.480371 2023-04-28 39.309509 0.0 2023-06-08 37.780154 0.0 225.549730 0.038905 Short Closed
28 28 (entries/exits stock two, MO) 140.603381 2023-06-08 37.725717 0.0 2023-07-03 38.954078 0.0 172.711615 0.032560 Long Closed
29 29 (entries/exits stock two, MO) 140.726289 2023-07-03 38.982803 0.0 2023-07-25 38.631553 0.0 49.430031 0.009010 Short Closed
30 30 (entries/exits stock two, MO) 140.057725 2023-07-25 38.614267 0.0 2023-08-03 37.639136 0.0 -136.574601 -0.025253 Long Closed
31 31 (entries/exits stock two, MO) 161.308971 2023-08-03 37.589297 0.0 2023-09-22 36.834599 0.0 121.739478 0.020077 Short Closed
32 32 (entries/exits stock two, MO) 151.130203 2023-09-22 36.761747 0.0 2023-10-02 36.118305 0.0 -97.243510 -0.017503 Long Closed
33 33 (entries/exits stock two, MO) 170.042099 2023-10-02 36.144632 0.0 2023-10-26 34.331892 0.0 308.242053 0.050152 Short Closed
34 34 (entries/exits stock two, MO) 186.357789 2023-10-26 34.140102 0.0 2023-11-30 36.398112 0.0 420.797667 0.066140 Long Closed
35 35 (entries/exits stock two, MO) 188.225213 2023-11-30 36.470672 0.0 2024-01-10 36.538523 0.0 -12.771212 -0.001860 Short Closed
36 36 (entries/exits stock two, MO) 183.639206 2024-01-10 36.477569 0.0 2024-02-01 37.071188 0.0 109.011862 0.016274 Long Closed
37 37 (entries/exits stock two, MO) 182.969109 2024-02-01 37.046662 0.0 2024-02-09 35.666208 0.0 252.580333 0.037263 Short Closed
38 38 (entries/exits stock two, MO) 195.026197 2024-02-09 35.679746 0.0 2024-03-12 38.139882 0.0 479.790918 0.068950 Long Closed
39 39 (entries/exits stock two, MO) 194.554064 2024-03-12 38.331432 0.0 2024-04-04 37.888886 0.0 86.099067 0.011545 Short Closed
40 40 (entries/exits stock two, MO) 190.192938 2024-04-04 37.741018 0.0 2024-04-25 39.494537 0.0 333.506989 0.046462 Long Closed
41 41 (entries/exits stock two, MO) 204.416087 2024-04-25 39.896864 0.0 2024-07-31 44.713666 0.0 -984.631848 -0.120731 Short Closed
42 42 (entries/exits stock two, MO) 155.737801 2024-07-31 45.539378 0.0 2024-08-23 48.585449 0.0 474.388270 0.066889 Long Closed
43 43 (entries/exits stock two, MO) 151.872818 2024-08-23 48.760115 0.0 2024-09-13 49.236413 0.0 -72.336665 -0.009768 Short Closed
44 44 (entries/exits stock two, MO) 153.607804 2024-09-13 49.090610 0.0 2024-10-09 47.587178 0.0 -230.938900 -0.030626 Long Closed
45 45 (entries/exits stock two, MO) 151.599198 2024-10-09 47.565834 0.0 2024-10-15 47.262060 0.0 46.051828 0.006386 Short Closed
46 46 (entries/exits stock two, MO) 157.743407 2024-10-15 47.255595 0.0 2024-10-30 47.819339 0.0 88.926901 0.011930 Long Closed
47 47 (entries/exits stock two, MO) 160.695845 2024-10-30 47.987022 0.0 2024-11-20 52.793038 0.0 -772.306754 -0.100152 Short Open
group
Start 2023-05-18 00:00:00
End 2025-04-17 00:00:00
Period 481 days 00:00:00
Start Value 10000.0
End Value 14510.18053
Total Return [%] 45.101805
Max Gross Exposure [%] 204.769187
Total Fees Paid 0.0
Max Drawdown [%] 8.164886
Max Drawdown Duration 103 days 00:00:00
Profit Factor 2.274149
Expectancy 9.062189
Sharpe Ratio 2.187546
Calmar Ratio 3.997928
Omega Ratio 1.414343
Sortino Ratio 3.713884
Skew 1.475597
Kurtosis 16.127376
Tail Ratio 1.124566
Common Sense Ratio 1.491653
Value at Risk -0.008867
Alpha 0.350863
Beta -0.04318
Position Id Column Size Entry Timestamp Avg Entry Price Entry Fees Exit Timestamp Avg Exit Price Exit Fees PnL Return Direction Status
0 0 (entries/exits, FE) 173.812276 2023-06-08 35.369759 0.0 2023-07-03 35.455406 0.0 -14.886478 -0.002421 Short Closed
1 1 (entries/exits, FE) 168.520505 2023-07-03 35.455395 0.0 2023-07-25 36.374096 0.0 154.819941 0.025911 Long Closed
2 2 (entries/exits, FE) 172.276646 2023-07-25 36.346660 0.0 2023-08-03 33.791427 0.0 440.207043 0.070302 Short Closed
3 3 (entries/exits, FE) 197.107014 2023-08-03 33.720110 0.0 2023-09-22 33.118581 0.0 -118.565412 -0.017839 Long Closed
4 4 (entries/exits, FE) 199.914718 2023-09-22 33.016313 0.0 2023-10-02 29.937876 0.0 615.424865 0.093240 Short Closed
5 5 (entries/exits, FE) 220.044582 2023-10-02 30.005339 0.0 2023-10-26 33.038294 0.0 667.385384 0.101081 Long Closed
6 6 (entries/exits, FE) 238.331682 2023-10-26 33.131944 0.0 2023-11-30 34.241393 0.0 -264.416738 -0.033486 Short Closed
7 7 (entries/exits, FE) 216.366294 2023-11-30 34.301053 0.0 2024-01-10 35.899092 0.0 345.761795 0.046589 Long Closed
8 8 (entries/exits, FE) 227.014892 2024-01-10 35.799878 0.0 2024-02-01 34.650748 0.0 260.869795 0.032099 Short Closed
9 9 (entries/exits, FE) 220.086040 2024-02-01 34.620825 0.0 2024-02-09 35.044621 0.0 93.271533 0.012241 Long Closed
10 10 (entries/exits, FE) 245.292223 2024-02-09 34.997187 0.0 2024-03-12 35.544547 0.0 -134.263159 -0.015640 Short Closed
11 11 (entries/exits, FE) 226.283195 2024-03-12 35.599395 0.0 2024-04-04 35.947307 0.0 78.726633 0.009773 Long Closed
12 12 (entries/exits, FE) 234.435714 2024-04-04 35.899266 0.0 2024-04-25 36.191983 0.0 -68.623323 -0.008154 Short Closed
13 13 (entries/exits, FE) 240.966694 2024-04-25 36.286282 0.0 2024-07-31 39.377787 0.0 744.949583 0.085198 Long Closed
14 14 (entries/exits, FE) 205.613278 2024-07-31 39.814437 0.0 2024-08-23 41.376368 0.0 -321.153690 -0.039230 Short Closed
15 15 (entries/exits, FE) 195.855195 2024-08-23 41.456580 0.0 2024-09-13 42.650397 0.0 233.815178 0.028797 Long Closed
16 16 (entries/exits, FE) 209.236548 2024-09-13 42.565692 0.0 2024-10-09 40.907293 0.0 346.997536 0.038961 Short Closed
17 17 (entries/exits, FE) 200.329476 2024-10-09 40.814786 0.0 2024-10-15 41.723001 0.0 181.942103 0.022252 Long Closed
18 18 (entries/exits, FE) 212.045734 2024-10-15 41.714401 0.0 2024-10-30 40.528734 0.0 251.415735 0.028423 Short Closed
19 19 (entries/exits, FE) 225.945033 2024-10-30 40.387916 0.0 2024-12-18 38.142348 0.0 -507.374898 -0.055600 Long Closed
20 20 (entries/exits, FE) 239.996203 2024-12-18 37.959435 0.0 2025-01-29 38.514498 0.0 -133.213176 -0.014623 Short Closed
21 21 (entries/exits, FE) 210.288248 2025-01-29 38.458528 0.0 2025-02-18 39.772382 0.0 276.288166 0.034163 Long Closed
22 22 (entries/exits, FE) 204.034970 2025-02-18 39.815814 0.0 2025-02-27 38.063887 0.0 357.454390 0.044001 Short Closed
23 23 (entries/exits, FE) 240.692812 2025-02-27 37.785867 0.0 2025-04-02 39.599901 0.0 436.624974 0.048008 Long Closed
24 24 (entries/exits, FE) 235.108444 2025-04-02 39.623586 0.0 2025-04-17 40.972388 0.0 -317.114634 -0.034040 Short Open
25 25 (entries/exits stock two, MO) 118.512443 2023-06-08 37.723076 0.0 2023-07-03 38.946575 0.0 144.999864 0.032434 Long Closed
26 26 (entries/exits stock two, MO) 117.853125 2023-07-03 38.983717 0.0 2023-07-25 38.631607 0.0 41.497317 0.009032 Short Closed
27 27 (entries/exits stock two, MO) 117.699855 2023-07-25 38.613048 0.0 2023-08-03 37.639240 0.0 -114.617115 -0.025220 Long Closed
28 28 (entries/exits stock two, MO) 135.112997 2023-08-03 37.594376 0.0 2023-09-22 36.832471 0.0 102.943313 0.020266 Short Closed
29 29 (entries/exits stock two, MO) 127.490779 2023-09-22 36.760736 0.0 2023-10-02 36.118305 0.0 -81.904001 -0.017476 Long Closed
30 30 (entries/exits stock two, MO) 144.223897 2023-10-02 36.145075 0.0 2023-10-26 34.316062 0.0 263.787386 0.050602 Short Closed
31 31 (entries/exits stock two, MO) 159.218933 2023-10-26 34.144447 0.0 2023-11-30 36.383638 0.0 356.521607 0.065580 Long Closed
32 32 (entries/exits stock two, MO) 158.375977 2023-11-30 36.473084 0.0 2024-01-10 36.535003 0.0 -9.806500 -0.001698 Short Closed
33 33 (entries/exits stock two, MO) 156.645320 2024-01-10 36.473576 0.0 2024-02-01 37.067982 0.0 93.110789 0.016297 Long Closed
34 34 (entries/exits stock two, MO) 154.327905 2024-02-01 37.050637 0.0 2024-02-09 35.666154 0.0 213.664396 0.037367 Short Closed
35 35 (entries/exits stock two, MO) 165.915200 2024-02-09 35.681527 0.0 2024-03-12 38.122919 0.0 405.064077 0.068422 Long Closed
36 36 (entries/exits stock two, MO) 162.888694 2024-03-12 38.329395 0.0 2024-04-04 37.880871 0.0 73.059573 0.011702 Short Closed
37 37 (entries/exits stock two, MO) 160.737793 2024-04-04 37.739810 0.0 2024-04-25 39.484157 0.0 280.382443 0.046220 Long Closed
38 38 (entries/exits stock two, MO) 170.867828 2024-04-25 39.900506 0.0 2024-07-31 44.748732 0.0 -828.405727 -0.121508 Short Closed
39 39 (entries/exits stock two, MO) 133.009056 2024-07-31 45.541092 0.0 2024-08-23 48.570020 0.0 402.874868 0.066510 Long Closed
40 40 (entries/exits stock two, MO) 128.024535 2024-08-23 48.758096 0.0 2024-09-13 49.233008 0.0 -60.800365 -0.009740 Short Closed
41 41 (entries/exits stock two, MO) 131.285192 2024-09-13 49.078053 0.0 2024-10-09 47.588701 0.0 -195.529859 -0.030347 Long Closed
42 42 (entries/exits stock two, MO) 129.086318 2024-10-09 47.565922 0.0 2024-10-15 47.262074 0.0 39.222635 0.006388 Short Closed
43 43 (entries/exits stock two, MO) 135.052216 2024-10-15 47.254798 0.0 2024-10-30 47.817977 0.0 76.058500 0.011918 Long Closed
44 44 (entries/exits stock two, MO) 147.624749 2024-10-30 48.321172 0.0 2024-12-18 50.854579 0.0 -373.993594 -0.052429 Short Closed
45 45 (entries/exits stock two, MO) 129.018731 2024-12-18 50.379130 0.0 2025-01-29 50.822119 0.0 57.153787 0.008793 Long Closed
46 46 (entries/exits stock two, MO) 122.978832 2025-01-29 50.829244 0.0 2025-02-18 50.963694 0.0 -16.534505 -0.002645 Short Closed
47 47 (entries/exits stock two, MO) 119.042814 2025-02-18 50.966534 0.0 2025-02-27 53.171203 0.0 262.449974 0.043257 Long Closed
48 48 (entries/exits stock two, MO) 129.021879 2025-02-27 53.473663 0.0 2025-04-02 56.162748 0.0 -346.950690 -0.050288 Short Closed
49 49 (entries/exits stock two, MO) 119.363114 2025-04-02 56.076257 0.0 2025-04-17 57.078151 0.0 119.589211 0.017867 Long Open
group
Start 2023-10-11 00:00:00
End 2025-09-11 00:00:00
Period 481 days 00:00:00
Start Value 10000.0
End Value 12302.756036
Total Return [%] 23.02756
Max Gross Exposure [%] 152.688194
Total Fees Paid 0.0
Max Drawdown [%] 8.245971
Max Drawdown Duration 103 days 00:00:00
Profit Factor 1.571129
Expectancy 4.202392
Sharpe Ratio 1.261938
Calmar Ratio 2.065246
Omega Ratio 1.214926
Sortino Ratio 2.000715
Skew 1.503002
Kurtosis 18.950802
Tail Ratio 1.037185
Common Sense Ratio 1.213817
Value at Risk -0.009795
Alpha 0.198325
Beta -0.043
Position Id Column Size Entry Timestamp Avg Entry Price Entry Fees Exit Timestamp Avg Exit Price Exit Fees PnL Return Direction Status
0 0 (entries/exits, FE) 212.752692 2023-10-26 33.130771 0.0 2023-11-30 34.237523 0.0 -235.464422 -0.033406 Short Closed
1 1 (entries/exits, FE) 190.515019 2023-11-30 34.301495 0.0 2024-01-10 35.906810 0.0 305.836511 0.046800 Long Closed
2 2 (entries/exits, FE) 202.535736 2024-01-10 35.792145 0.0 2024-02-01 34.649783 0.0 231.369139 0.031917 Short Closed
3 3 (entries/exits, FE) 194.909096 2024-02-01 34.624607 0.0 2024-02-09 35.044743 0.0 81.888296 0.012134 Long Closed
4 4 (entries/exits, FE) 218.334247 2024-02-09 34.995590 0.0 2024-03-12 35.543779 0.0 -119.688476 -0.015665 Short Closed
5 5 (entries/exits, FE) 199.160728 2024-03-12 35.598532 0.0 2024-04-04 35.947332 0.0 69.467310 0.009798 Long Closed
6 6 (entries/exits, FE) 207.703493 2024-04-04 35.896947 0.0 2024-04-25 36.189907 0.0 -60.848818 -0.008161 Short Closed
7 7 (entries/exits, FE) 210.476057 2024-04-25 36.281119 0.0 2024-07-31 39.416550 0.0 659.933155 0.086420 Long Closed
8 8 (entries/exits, FE) 183.143366 2024-07-31 39.812512 0.0 2024-08-23 41.373187 0.0 -285.827210 -0.039201 Short Closed
9 9 (entries/exits, FE) 173.238684 2024-08-23 41.454040 0.0 2024-09-13 42.651254 0.0 207.403849 0.028881 Long Closed
10 10 (entries/exits, FE) 186.811259 2024-09-13 42.560881 0.0 2024-10-09 40.909378 0.0 308.519476 0.038803 Short Closed
11 11 (entries/exits, FE) 178.377204 2024-10-09 40.815022 0.0 2024-10-15 41.723558 0.0 162.062189 0.022260 Long Closed
12 12 (entries/exits, FE) 189.389364 2024-10-15 41.713390 0.0 2024-10-30 40.530423 0.0 224.041445 0.028359 Short Closed
13 13 (entries/exits, FE) 200.073053 2024-10-30 40.393966 0.0 2024-12-18 38.122723 0.0 -454.414554 -0.056227 Long Closed
14 14 (entries/exits, FE) 215.123882 2024-12-18 37.960047 0.0 2025-01-29 38.517606 0.0 -119.944330 -0.014688 Short Closed
15 15 (entries/exits, FE) 186.921898 2025-01-29 38.457414 0.0 2025-02-18 39.775106 0.0 246.305501 0.034264 Long Closed
16 16 (entries/exits, FE) 182.250042 2025-02-18 39.818653 0.0 2025-02-27 38.081106 0.0 316.667860 0.043636 Short Closed
17 17 (entries/exits, FE) 213.153370 2025-02-27 37.782752 0.0 2025-04-02 39.614221 0.0 390.383912 0.048474 Long Closed
18 18 (entries/exits, FE) 218.569637 2025-04-02 39.679542 0.0 2025-05-06 41.917447 0.0 -489.138157 -0.056399 Short Closed
19 19 (entries/exits, FE) 177.372784 2025-05-06 42.284374 0.0 2025-05-12 41.292777 0.0 -175.882353 -0.023451 Long Closed
20 20 (entries/exits, FE) 190.573243 2025-05-12 41.300547 0.0 2025-05-28 40.824924 0.0 90.641064 0.011516 Short Closed
21 21 (entries/exits, FE) 199.728161 2025-05-28 40.719621 0.0 2025-07-09 39.760701 0.0 -191.523336 -0.023549 Long Closed
22 22 (entries/exits, FE) 198.820479 2025-07-09 39.772611 0.0 2025-07-30 41.314764 0.0 -306.611671 -0.038774 Short Closed
23 23 (entries/exits, FE) 186.518474 2025-07-30 41.420739 0.0 2025-09-11 43.578766 0.0 402.511988 0.052100 Long Open
24 24 (entries/exits stock two, MO) 118.377457 2023-10-26 34.147330 0.0 2023-11-30 36.373974 0.0 263.584431 0.065207 Long Closed
25 25 (entries/exits stock two, MO) 116.797057 2023-11-30 36.474665 0.0 2024-01-10 36.532429 0.0 -6.746677 -0.001584 Short Closed
26 26 (entries/exits stock two, MO) 116.336000 2024-01-10 36.470897 0.0 2024-02-01 37.065822 0.0 69.211200 0.016312 Long Closed
27 27 (entries/exits stock two, MO) 113.745858 2024-02-01 37.053336 0.0 2024-02-09 35.666117 0.0 157.790321 0.037438 Short Closed
28 28 (entries/exits stock two, MO) 122.993029 2024-02-09 35.682715 0.0 2024-03-12 38.111579 0.0 298.733256 0.068068 Long Closed
29 29 (entries/exits stock two, MO) 119.450768 2024-03-12 38.328002 0.0 2024-04-04 37.875406 0.0 54.062856 0.011808 Short Closed
30 30 (entries/exits stock two, MO) 118.622973 2024-04-04 37.738997 0.0 2024-04-25 39.477185 0.0 206.188995 0.046058 Long Closed
31 31 (entries/exits stock two, MO) 125.187197 2024-04-25 39.903098 0.0 2024-07-31 44.771702 0.0 -609.486950 -0.122011 Short Closed
32 32 (entries/exits stock two, MO) 98.852372 2024-07-31 45.542234 0.0 2024-08-23 48.559691 0.0 298.282774 0.066256 Long Closed
33 33 (entries/exits stock two, MO) 94.311355 2024-08-23 48.756715 0.0 2024-09-13 49.230689 0.0 -44.701089 -0.009721 Short Closed
34 34 (entries/exits stock two, MO) 97.616943 2024-09-13 49.069666 0.0 2024-10-09 47.589719 0.0 -144.467947 -0.030160 Long Closed
35 35 (entries/exits stock two, MO) 95.757186 2024-10-09 47.565924 0.0 2024-10-15 47.262074 0.0 29.095887 0.006388 Short Closed
36 36 (entries/exits stock two, MO) 100.534556 2024-10-15 47.254264 0.0 2024-10-30 47.817063 0.0 56.580717 0.011910 Long Closed
37 37 (entries/exits stock two, MO) 109.168688 2024-10-30 48.304678 0.0 2024-12-18 50.847295 0.0 -277.574216 -0.052637 Short Closed
38 38 (entries/exits stock two, MO) 96.497197 2024-12-18 50.375268 0.0 2025-01-29 50.820406 0.0 42.954541 0.008836 Long Closed
39 39 (entries/exits stock two, MO) 91.110064 2025-01-29 50.829979 0.0 2025-02-18 50.962978 0.0 -12.117543 -0.002617 Short Closed
40 40 (entries/exits stock two, MO) 88.537231 2025-02-18 50.968866 0.0 2025-02-27 53.170269 0.0 194.906068 0.043191 Long Closed
41 41 (entries/exits stock two, MO) 95.771998 2025-02-27 53.475763 0.0 2025-04-02 56.157353 0.0 -256.821260 -0.050146 Short Closed
42 42 (entries/exits stock two, MO) 91.165963 2025-04-02 56.090172 0.0 2025-05-06 59.055523 0.0 270.339011 0.052868 Long Closed
43 43 (entries/exits stock two, MO) 79.397046 2025-05-06 59.425286 0.0 2025-05-12 56.003533 0.0 271.677056 0.057581 Short Closed
44 44 (entries/exits stock two, MO) 85.438170 2025-05-12 56.012814 0.0 2025-05-28 58.410160 0.0 204.824925 0.042800 Long Closed
45 45 (entries/exits stock two, MO) 91.142552 2025-05-28 58.492565 0.0 2025-07-09 57.983463 0.0 46.400896 0.008704 Short Closed
46 46 (entries/exits stock two, MO) 84.114898 2025-07-09 57.773693 0.0 2025-07-30 61.314495 0.0 297.834195 0.061287 Long Closed
47 47 (entries/exits stock two, MO) 82.881022 2025-07-30 61.808734 0.0 2025-09-11 66.218474 0.0 -365.483777 -0.071345 Short Open
group
Start 2022-12-22 00:00:00
End 2024-11-20 00:00:00
Period 481 days 00:00:00
Start Value 10000.0
End Value 19012.278154
Total Return [%] 90.122782
Max Gross Exposure [%] 115.905026
Total Fees Paid 0.0
Max Drawdown [%] 10.943939
Max Drawdown Duration 98 days 00:00:00
Profit Factor 2.871178
Expectancy 10.639359
Sharpe Ratio 2.437944
Calmar Ratio 5.741306
Omega Ratio 1.436688
Sortino Ratio 3.959784
Skew 0.552659
Kurtosis 8.26672
Tail Ratio 1.244911
Common Sense Ratio 2.02712
Value at Risk -0.013929
Alpha 0.499835
Beta 0.294708
Position Id Column Size Entry Timestamp Avg Entry Price Entry Fees Exit Timestamp Avg Exit Price Exit Fees PnL Return Direction Status
0 0 (entries/exits, FI) 99.540266 2022-12-28 99.921254 0.0 2023-01-11 101.566736 0.0 -163.791737 -0.016468 Short Closed
1 1 (entries/exits, FI) 89.930131 2023-01-11 101.534257 0.0 2023-01-19 102.181525 0.0 58.208817 0.006375 Long Closed
2 2 (entries/exits, FI) 94.350001 2023-01-19 102.272716 0.0 2023-01-31 106.525678 0.0 -401.267046 -0.041585 Short Closed
3 3 (entries/exits, FI) 85.833110 2023-01-31 106.809344 0.0 2023-03-24 112.528807 0.0 490.919273 0.053548 Long Closed
4 4 (entries/exits, FI) 89.123733 2023-03-24 112.651572 0.0 2023-04-27 118.972707 0.0 -563.363212 -0.056112 Short Closed
5 5 (entries/exits, FI) 74.060456 2023-04-27 119.600889 0.0 2023-05-23 118.281597 0.0 -97.707388 -0.011031 Long Closed
6 6 (entries/exits, FI) 84.894546 2023-05-23 117.622397 0.0 2023-06-06 114.205350 0.0 290.088655 0.029051 Short Closed
7 7 (entries/exits, FI) 79.459063 2023-06-06 114.335292 0.0 2023-07-27 123.485277 0.0 727.049268 0.080028 Long Closed
8 8 (entries/exits, FI) 90.573286 2023-07-27 123.411142 0.0 2023-08-29 122.903392 0.0 45.988584 0.004114 Short Closed
9 9 (entries/exits, FI) 79.004622 2023-08-29 122.727397 0.0 2023-09-05 121.810524 0.0 -72.437180 -0.007471 Long Closed
10 10 (entries/exits, FI) 94.040579 2023-09-05 121.110791 0.0 2023-09-28 113.825040 0.0 685.156258 0.060158 Short Closed
11 11 (entries/exits, FI) 91.898763 2023-09-28 113.529049 0.0 2023-10-24 115.430999 0.0 174.786797 0.016753 Long Closed
12 12 (entries/exits, FI) 95.448043 2023-10-24 115.331328 0.0 2023-11-01 114.902248 0.0 40.954839 0.003720 Short Closed
13 13 (entries/exits, FI) 94.809684 2023-11-01 115.843221 0.0 2024-04-11 152.558052 0.0 3480.921573 0.316936 Long Closed
14 14 (entries/exits, FI) 113.269312 2024-04-11 152.945176 0.0 2024-05-22 152.766734 0.0 20.211938 0.001167 Short Closed
15 15 (entries/exits, FI) 89.204090 2024-05-22 152.551227 0.0 2024-05-29 147.822530 0.0 -421.819095 -0.030997 Long Closed
16 16 (entries/exits, FI) 103.003592 2024-05-29 147.917157 0.0 2024-07-15 154.442454 0.0 -672.129041 -0.044115 Short Closed
17 17 (entries/exits, FI) 82.219659 2024-07-15 155.448578 0.0 2024-09-03 173.660698 0.0 1497.394268 0.117158 Long Closed
18 18 (entries/exits, FI) 83.962546 2024-09-03 173.783478 0.0 2024-09-11 171.055586 0.0 229.040760 0.015697 Short Closed
19 19 (entries/exits, FI) 84.364969 2024-09-11 171.408059 0.0 2024-11-20 216.983410 0.0 3844.963106 0.265888 Long Open
20 20 (entries/exits stock two, GWW) 1.495081 2022-12-28 542.433795 0.0 2023-01-11 565.827589 0.0 34.975614 0.043127 Long Closed
21 21 (entries/exits stock two, GWW) 1.383096 2023-01-11 567.564285 0.0 2023-01-19 534.422586 0.0 45.838156 0.058393 Short Closed
22 22 (entries/exits stock two, GWW) 1.441383 2023-01-19 534.451164 0.0 2023-01-31 572.786213 0.0 55.255480 0.071728 Long Closed
23 23 (entries/exits stock two, GWW) 1.587565 2023-01-31 590.708421 0.0 2023-03-24 651.913005 0.0 -97.166245 -0.103612 Short Closed
24 24 (entries/exits stock two, GWW) 1.291303 2023-03-24 648.577099 0.0 2023-04-27 677.466481 0.0 37.304934 0.044543 Long Closed
25 25 (entries/exits stock two, GWW) 1.163988 2023-04-27 679.509185 0.0 2023-05-23 648.110960 0.0 36.547169 0.046207 Short Closed
26 26 (entries/exits stock two, GWW) 1.218347 2023-05-23 646.865907 0.0 2023-06-06 671.610248 0.0 30.147196 0.038253 Long Closed
27 27 (entries/exits stock two, GWW) 1.306178 2023-06-06 683.253452 0.0 2023-07-27 714.949646 0.0 -41.400886 -0.046390 Short Closed
28 28 (entries/exits stock two, GWW) 1.267422 2023-07-27 709.322962 0.0 2023-08-29 705.938604 0.0 -4.289409 -0.004771 Long Closed
29 29 (entries/exits stock two, GWW) 1.158537 2023-08-29 705.670158 0.0 2023-09-05 681.806247 0.0 27.647216 0.033817 Short Closed
30 30 (entries/exits stock two, GWW) 1.302362 2023-09-05 680.741348 0.0 2023-09-28 686.964009 0.0 8.104159 0.009141 Long Closed
31 31 (entries/exits stock two, GWW) 1.330170 2023-09-28 688.071670 0.0 2023-10-24 678.118144 0.0 13.239883 0.014466 Short Closed
32 32 (entries/exits stock two, GWW) 1.314189 2023-10-24 675.122423 0.0 2023-11-01 727.868572 0.0 69.318394 0.078128 Long Closed
33 33 (entries/exits stock two, GWW) 1.724725 2023-11-01 772.709333 0.0 2024-04-11 931.952682 0.0 -274.651047 -0.206084 Short Closed
34 34 (entries/exits stock two, GWW) 1.388975 2024-04-11 950.772538 0.0 2024-05-22 951.576623 0.0 1.116854 0.000846 Long Closed
35 35 (entries/exits stock two, GWW) 1.193061 2024-05-22 953.517262 0.0 2024-05-29 902.013838 0.0 61.446712 0.054014 Short Closed
36 36 (entries/exits stock two, GWW) 1.400960 2024-05-29 899.666744 0.0 2024-07-15 927.943047 0.0 39.613956 0.031430 Long Closed
37 37 (entries/exits stock two, GWW) 1.405450 2024-07-15 935.773449 0.0 2024-09-03 952.730922 0.0 -23.832886 -0.018121 Short Closed
38 38 (entries/exits stock two, GWW) 1.251683 2024-09-03 951.627978 0.0 2024-09-11 979.858836 0.0 35.336089 0.029666 Long Closed
39 39 (entries/exits stock two, GWW) 1.526361 2024-09-11 1001.847144 0.0 2024-11-20 1156.098097 0.0 -235.442621 -0.153967 Short Open
group
Start 2023-05-18 00:00:00
End 2025-04-17 00:00:00
Period 481 days 00:00:00
Start Value 10000.0
End Value 20716.899079
Total Return [%] 107.168991
Max Gross Exposure [%] 121.136225
Total Fees Paid 0.0
Max Drawdown [%] 15.243991
Max Drawdown Duration 98 days 00:00:00
Profit Factor 5.410572
Expectancy 21.422608
Sharpe Ratio 2.371194
Calmar Ratio 4.840957
Omega Ratio 1.430804
Sortino Ratio 3.594994
Skew -0.168984
Kurtosis 8.717776
Tail Ratio 1.207144
Common Sense Ratio 2.097961
Value at Risk -0.015978
Alpha 0.906991
Beta -0.285784
Position Id Column Size Entry Timestamp Avg Entry Price Entry Fees Exit Timestamp Avg Exit Price Exit Fees PnL Return Direction Status
0 0 (entries/exits, FI) 96.717410 2023-05-23 117.596264 0.0 2023-06-06 114.202808 0.0 328.206340 0.028857 Short Closed
1 1 (entries/exits, FI) 89.400657 2023-06-06 114.248282 0.0 2023-07-27 123.505795 0.0 827.627693 0.081030 Long Closed
2 2 (entries/exits, FI) 104.076259 2023-07-27 123.407262 0.0 2023-08-29 122.906947 0.0 52.070944 0.004054 Short Closed
3 3 (entries/exits, FI) 90.134503 2023-08-29 122.729559 0.0 2023-09-05 121.810087 0.0 -82.876152 -0.007492 Long Closed
4 4 (entries/exits, FI) 107.717515 2023-09-05 121.099478 0.0 2023-09-28 113.840383 0.0 781.931715 0.059943 Short Closed
5 5 (entries/exits, FI) 103.794481 2023-09-28 113.546396 0.0 2023-10-24 115.446726 0.0 197.243691 0.016736 Long Closed
6 6 (entries/exits, FI) 109.292705 2023-10-24 115.328686 0.0 2023-11-01 114.896172 0.0 47.270584 0.003750 Short Closed
7 7 (entries/exits, FI) 105.105636 2023-11-01 115.094542 0.0 2024-04-11 153.407385 0.0 4026.895669 0.332881 Long Closed
8 8 (entries/exits, FI) 134.802232 2024-04-11 152.921080 0.0 2024-05-22 152.770005 0.0 20.365235 0.000988 Short Closed
9 9 (entries/exits, FI) 104.683088 2024-05-22 152.566800 0.0 2024-05-29 147.820438 0.0 -496.863857 -0.031110 Long Closed
10 10 (entries/exits, FI) 121.455715 2024-05-29 147.920563 0.0 2024-07-15 154.406546 0.0 -787.759730 -0.043848 Short Closed
11 11 (entries/exits, FI) 94.849893 2024-07-15 155.400124 0.0 2024-09-03 173.867092 0.0 1751.589891 0.118835 Long Closed
12 12 (entries/exits, FI) 98.846008 2024-09-03 173.780986 0.0 2024-09-11 171.059118 0.0 269.045792 0.015663 Short Closed
13 13 (entries/exits, FI) 98.060992 2024-09-11 171.146942 0.0 2024-12-09 202.854967 0.0 3109.320310 0.185268 Long Closed
14 14 (entries/exits, FI) 115.309809 2024-12-09 202.995974 0.0 2025-01-16 206.211274 0.0 -370.755632 -0.015839 Short Closed
15 15 (entries/exits, FI) 93.871324 2025-01-16 206.261855 0.0 2025-01-31 216.036645 0.0 917.572493 0.047390 Long Closed
16 16 (entries/exits, FI) 168.541857 2025-01-31 214.715809 0.0 2025-04-11 213.873270 0.0 142.003060 0.003924 Short Closed
17 17 (entries/exits, FI) 98.014616 2025-04-11 208.142168 0.0 2025-04-17 208.660128 0.0 50.767680 0.002488 Long Open
18 18 (entries/exits stock two, GWW) 0.221032 2023-05-23 646.861856 0.0 2023-06-06 671.546014 0.0 5.455989 0.038160 Long Closed
19 19 (entries/exits stock two, GWW) 0.235917 2023-06-06 683.409449 0.0 2023-07-27 714.770497 0.0 -7.398599 -0.045889 Short Closed
20 20 (entries/exits stock two, GWW) 0.232191 2023-07-27 709.239030 0.0 2023-08-29 705.945152 0.0 -0.764807 -0.004644 Long Closed
21 21 (entries/exits stock two, GWW) 0.210448 2023-08-29 705.672745 0.0 2023-09-05 681.788574 0.0 5.026370 0.033846 Short Closed
22 22 (entries/exits stock two, GWW) 0.237913 2023-09-05 680.698334 0.0 2023-09-28 686.951046 0.0 1.487602 0.009186 Long Closed
23 23 (entries/exits stock two, GWW) 0.240447 2023-09-28 688.101280 0.0 2023-10-24 677.978336 0.0 2.434035 0.014711 Short Closed
24 24 (entries/exits stock two, GWW) 0.239669 2023-10-24 675.114992 0.0 2023-11-01 727.745347 0.0 12.613881 0.077958 Long Closed
25 25 (entries/exits stock two, GWW) 0.314580 2023-11-01 773.373146 0.0 2024-04-11 934.100589 0.0 -50.561622 -0.207827 Short Closed
26 26 (entries/exits stock two, GWW) 0.263585 2024-04-11 950.568426 0.0 2024-05-22 951.432460 0.0 0.227746 0.000909 Long Closed
27 27 (entries/exits stock two, GWW) 0.223315 2024-05-22 953.579773 0.0 2024-05-29 902.039487 0.0 11.509718 0.054049 Short Closed
28 28 (entries/exits stock two, GWW) 0.263854 2024-05-29 899.579299 0.0 2024-07-15 927.641833 0.0 7.404422 0.031195 Long Closed
29 29 (entries/exits stock two, GWW) 0.262180 2024-07-15 935.970366 0.0 2024-09-03 952.552612 0.0 -4.347526 -0.017717 Short Closed
30 30 (entries/exits stock two, GWW) 0.234728 2024-09-03 951.592890 0.0 2024-09-11 979.815237 0.0 6.624582 0.029658 Long Closed
31 31 (entries/exits stock two, GWW) 0.295927 2024-09-11 1007.437778 0.0 2024-12-09 1145.855703 0.0 -40.961658 -0.137396 Short Closed
32 32 (entries/exits stock two, GWW) 0.273006 2024-12-09 1140.035534 0.0 2025-01-16 1099.661958 0.0 -11.022236 -0.035414 Long Closed
33 33 (entries/exits stock two, GWW) 0.243191 2025-01-16 1103.615489 0.0 2025-01-31 1057.092701 0.0 11.313927 0.042155 Short Closed
34 34 (entries/exits stock two, GWW) 0.420762 2025-01-31 1021.539652 0.0 2025-04-11 989.610763 0.0 -13.434477 -0.031256 Long Closed
35 35 (entries/exits stock two, GWW) 0.275830 2025-04-11 989.554586 0.0 2025-04-17 998.125061 0.0 -2.363993 -0.008661 Short Open
group
Start 2023-10-11 00:00:00
End 2025-09-11 00:00:00
Period 481 days 00:00:00
Start Value 10000.0
End Value 13621.690317
Total Return [%] 36.216903
Max Gross Exposure [%] 123.093687
Total Fees Paid 0.0
Max Drawdown [%] 30.179393
Max Drawdown Duration 107 days 00:00:00
Profit Factor 1.566187
Expectancy 7.248566
Sharpe Ratio 0.883634
Calmar Ratio 0.875851
Omega Ratio 1.184227
Sortino Ratio 1.138636
Skew -2.784275
Kurtosis 41.099848
Tail Ratio 1.109357
Common Sense Ratio 1.40259
Value at Risk -0.016477
Alpha 0.47923
Beta -0.28753
Position Id Column Size Entry Timestamp Avg Entry Price Entry Fees Exit Timestamp Avg Exit Price Exit Fees PnL Return Direction Status
0 0 (entries/exits, FI) 84.574051 2023-10-24 115.331303 0.0 2023-11-01 114.902034 0.0 36.305038 0.003722 Short Closed
1 1 (entries/exits, FI) 83.899263 2023-11-01 115.811858 0.0 2024-04-11 152.594289 0.0 3086.018851 0.317605 Long Closed
2 2 (entries/exits, FI) 100.544402 2024-04-11 152.944154 0.0 2024-05-22 152.766931 0.0 17.818772 0.001159 Short Closed
3 3 (entries/exits, FI) 79.134638 2024-05-22 152.551914 0.0 2024-05-29 147.822437 0.0 -374.265394 -0.031002 Long Closed
4 4 (entries/exits, FI) 91.395666 2024-05-29 147.917309 0.0 2024-07-15 154.440870 0.0 -596.225219 -0.044103 Short Closed
5 5 (entries/exits, FI) 72.883724 2024-07-15 155.446465 0.0 2024-09-03 173.669736 0.0 1328.179914 0.117232 Long Closed
6 6 (entries/exits, FI) 74.495426 2024-09-03 173.783367 0.0 2024-09-11 171.055742 0.0 203.195608 0.015696 Short Closed
7 7 (entries/exits, FI) 75.412117 2024-09-11 171.709921 0.0 2024-12-09 202.692486 0.0 2336.460801 0.180435 Long Closed
8 8 (entries/exits, FI) 84.678069 2024-12-09 202.991896 0.0 2025-01-16 206.214064 0.0 -272.846971 -0.015873 Short Closed
9 9 (entries/exits, FI) 69.520836 2025-01-16 206.270488 0.0 2025-01-31 216.021082 0.0 677.869466 0.047271 Long Closed
10 10 (entries/exits, FI) 122.066947 2025-01-31 214.774348 0.0 2025-04-11 213.788448 0.0 120.345801 0.004590 Short Closed
11 11 (entries/exits, FI) 75.390801 2025-04-11 206.606411 0.0 2025-06-13 163.575873 0.0 -3244.106720 -0.208273 Long Closed
12 12 (entries/exits, FI) 89.481597 2025-06-13 163.726193 0.0 2025-07-23 148.622791 0.0 1351.476572 0.092248 Short Closed
13 13 (entries/exits, FI) 92.818510 2025-07-23 142.983868 0.0 2025-08-01 135.350264 0.0 -708.539794 -0.053388 Long Closed
14 14 (entries/exits, FI) 105.281292 2025-08-01 135.326683 0.0 2025-09-04 136.259056 0.0 -98.161451 -0.006890 Short Closed
15 15 (entries/exits, FI) 93.407776 2025-09-04 136.166313 0.0 2025-09-11 135.700103 0.0 -43.547609 -0.003424 Long Open
16 16 (entries/exits stock two, GWW) 1.118393 2023-10-24 675.122093 0.0 2023-11-01 727.863110 0.0 58.985207 0.078121 Long Closed
17 17 (entries/exits stock two, GWW) 1.467644 2023-11-01 772.733316 0.0 2024-04-11 932.056238 0.0 -233.829395 -0.206181 Short Closed
18 18 (entries/exits stock two, GWW) 1.184127 2024-04-11 950.763419 0.0 2024-05-22 951.570193 0.0 0.955324 0.000849 Long Closed
19 19 (entries/exits stock two, GWW) 1.016487 2024-05-22 953.520025 0.0 2024-05-29 902.014968 0.0 52.354199 0.054016 Short Closed
20 20 (entries/exits stock two, GWW) 1.193946 2024-05-29 899.662834 0.0 2024-07-15 927.929595 0.0 33.748978 0.031419 Long Closed
21 21 (entries/exits stock two, GWW) 1.197154 2024-07-15 935.779632 0.0 2024-09-03 952.722017 0.0 -20.282645 -0.018105 Short Closed
22 22 (entries/exits stock two, GWW) 1.066524 2024-09-03 951.626422 0.0 2024-09-11 979.856905 0.0 30.108493 0.029666 Long Closed
23 23 (entries/exits stock two, GWW) 1.334341 2024-09-11 1006.504208 0.0 2024-12-09 1145.202033 0.0 -185.070239 -0.137802 Short Closed
24 24 (entries/exits stock two, GWW) 1.205711 2024-12-09 1140.808154 0.0 2025-01-16 1099.854334 0.0 -49.378486 -0.035899 Long Closed
25 25 (entries/exits stock two, GWW) 1.080114 2025-01-16 1103.544710 0.0 2025-01-31 1057.044052 0.0 50.226034 0.042138 Short Closed
26 26 (entries/exits stock two, GWW) 1.829504 2025-01-31 1022.889048 0.0 2025-04-11 989.641925 0.0 -60.825753 -0.032503 Long Closed
27 27 (entries/exits stock two, GWW) 1.521483 2025-04-11 999.503252 0.0 2025-06-13 1054.867659 0.0 -84.235989 -0.055392 Short Closed
28 28 (entries/exits stock two, GWW) 1.064567 2025-06-13 1057.306728 0.0 2025-07-23 1042.215676 0.0 -16.065443 -0.014273 Long Closed
29 29 (entries/exits stock two, GWW) 1.025993 2025-07-23 1042.466622 0.0 2025-08-01 935.155741 0.0 110.100176 0.102939 Short Closed
30 30 (entries/exits stock two, GWW) 1.181489 2025-08-01 933.464932 0.0 2025-09-04 1019.883688 0.0 102.102803 0.092578 Long Closed
31 31 (entries/exits stock two, GWW) 1.017618 2025-09-04 1026.650341 0.0 2025-09-11 1014.052895 0.0 12.819389 0.012270 Short Open
group
Start 2022-12-22 00:00:00
End 2024-11-20 00:00:00
Period 481 days 00:00:00
Start Value 10000.0
End Value 13252.458538
Total Return [%] 32.524585
Max Gross Exposure [%] 3133.754796
Total Fees Paid 0.0
Max Drawdown [%] 16.915161
Max Drawdown Duration 203 days 00:00:00
Profit Factor 1.467429
Expectancy 5.709237
Sharpe Ratio 1.084721
Calmar Ratio 1.408409
Omega Ratio 1.188985
Sortino Ratio 1.797828
Skew 1.453861
Kurtosis 12.299131
Tail Ratio 1.322626
Common Sense Ratio 1.637722
Value at Risk -0.012781
Alpha 0.221774
Beta 0.104943
Position Id Column Size Entry Timestamp Avg Entry Price Entry Fees Exit Timestamp Avg Exit Price Exit Fees PnL Return Direction Status
0 0 (entries/exits, FITB) 186.501715 2022-12-28 29.677701 0.0 2023-03-09 29.708373 0.0 -5.720423 -0.001034 Short Closed
1 1 (entries/exits, FITB) 184.715263 2023-03-09 27.281082 0.0 2023-04-19 25.230296 0.0 -378.811431 -0.075172 Long Closed
2 2 (entries/exits, FITB) 147.020168 2023-04-19 25.525109 0.0 2023-04-25 23.398071 0.0 312.717433 0.083331 Short Closed
3 3 (entries/exits, FITB) 204.016628 2023-04-25 23.094700 0.0 2023-06-07 24.306572 0.0 247.242011 0.052474 Long Closed
4 4 (entries/exits, FITB) 203.117634 2023-06-07 24.751365 0.0 2023-08-07 26.114302 0.0 -276.836517 -0.055065 Short Closed
5 5 (entries/exits, FITB) 180.507260 2023-08-07 26.027146 0.0 2023-09-11 24.451357 0.0 -284.441218 -0.060544 Long Closed
6 6 (entries/exits, FITB) 209.315054 2023-09-11 24.233315 0.0 2023-10-20 22.221626 0.0 421.076831 0.083013 Short Closed
7 7 (entries/exits, FITB) 191.800829 2023-10-20 21.797917 0.0 2023-11-02 23.389370 0.0 305.242080 0.073009 Long Closed
8 8 (entries/exits, FITB) 191.476275 2023-11-02 23.533511 0.0 2023-11-09 23.330461 0.0 38.879270 0.008628 Short Closed
9 9 (entries/exits, FITB) 188.078743 2023-11-09 23.250011 0.0 2023-12-01 28.098399 0.0 911.878692 0.208533 Long Closed
10 10 (entries/exits, FITB) 174.615049 2023-12-01 29.009409 0.0 2024-01-16 31.749236 0.0 -478.414905 -0.094446 Short Closed
11 11 (entries/exits, FITB) 138.604600 2024-01-16 31.830142 0.0 2024-02-02 32.085659 0.0 35.415904 0.008028 Long Closed
12 12 (entries/exits, FITB) 176.308128 2024-02-02 32.232477 0.0 2024-04-04 33.632319 0.0 -246.803459 -0.043430 Short Closed
13 13 (entries/exits, FITB) 143.006736 2024-04-04 33.650473 0.0 2024-04-19 34.623901 0.0 139.206773 0.028928 Long Closed
14 14 (entries/exits, FITB) 146.146705 2024-04-19 34.820987 0.0 2024-05-13 36.423123 0.0 -234.146891 -0.046011 Short Closed
15 15 (entries/exits, FITB) 160.610304 2024-05-13 36.232334 0.0 2024-06-24 35.074011 0.0 -186.038572 -0.031969 Long Closed
16 16 (entries/exits, FITB) 167.482930 2024-06-24 35.379152 0.0 2024-08-12 37.602551 0.0 -372.381521 -0.062845 Short Closed
17 17 (entries/exits, FITB) 128.871344 2024-08-12 37.574754 0.0 2024-08-23 40.529829 0.0 380.824487 0.078645 Long Closed
18 18 (entries/exits, FITB) 130.169971 2024-08-23 40.570574 0.0 2024-09-12 39.768701 0.0 104.379792 0.019765 Short Closed
19 19 (entries/exits, FITB) 122.518084 2024-09-12 39.720964 0.0 2024-09-19 42.070847 0.0 287.903168 0.059160 Long Closed
20 20 (entries/exits, FITB) 123.703966 2024-09-19 42.053786 0.0 2024-10-01 40.756056 0.0 160.534302 0.030859 Short Closed
21 21 (entries/exits, FITB) 124.945942 2024-10-01 40.736264 0.0 2024-10-11 42.616631 0.0 234.944282 0.046160 Long Closed
22 22 (entries/exits, FITB) 126.650382 2024-10-11 42.637106 0.0 2024-10-31 42.565632 0.0 9.052247 0.001676 Short Closed
23 23 (entries/exits, FITB) 126.702675 2024-10-31 42.469204 0.0 2024-11-06 45.573027 0.0 393.262614 0.073084 Long Closed
24 24 (entries/exits, FITB) 125.511968 2024-11-06 45.570964 0.0 2024-11-20 45.086499 0.0 60.806083 0.010631 Short Open
25 25 (entries/exits stock two, GEN) 368.069985 2022-12-28 19.648744 0.0 2023-03-09 17.474473 0.0 -800.283859 -0.110657 Long Closed
26 26 (entries/exits stock two, GEN) 397.174645 2023-03-09 16.606601 0.0 2023-04-19 16.720943 0.0 -45.413807 -0.006885 Short Closed
27 27 (entries/exits stock two, GEN) 310.879083 2023-04-19 16.942695 0.0 2023-04-25 16.464615 0.0 -148.624996 -0.028217 Long Closed
28 28 (entries/exits stock two, GEN) 422.197857 2023-04-25 16.233416 0.0 2023-06-07 16.780168 0.0 -230.837658 -0.033681 Short Closed
29 29 (entries/exits stock two, GEN) 353.646702 2023-06-07 17.067351 0.0 2023-08-07 19.797831 0.0 965.625410 0.159983 Long Closed
30 30 (entries/exits stock two, GEN) 347.802476 2023-08-07 20.043012 0.0 2023-09-11 18.775279 0.0 440.920781 0.063251 Short Closed
31 31 (entries/exits stock two, GEN) 361.758920 2023-09-11 18.393937 0.0 2023-10-20 16.584576 0.0 -654.552381 -0.098367 Long Closed
32 32 (entries/exits stock two, GEN) 370.004304 2023-10-20 16.462034 0.0 2023-11-02 16.507631 0.0 -16.871250 -0.002770 Short Closed
33 33 (entries/exits stock two, GEN) 354.497411 2023-11-02 16.520447 0.0 2023-11-09 18.228558 0.0 605.520748 0.103394 Long Closed
34 34 (entries/exits stock two, GEN) 349.440536 2023-11-09 18.278312 0.0 2023-12-01 21.267172 0.0 -1044.429107 -0.163520 Short Closed
35 35 (entries/exits stock two, GEN) 302.888658 2023-12-01 21.637449 0.0 2024-01-16 22.351763 0.0 216.357619 0.033013 Long Closed
36 36 (entries/exits stock two, GEN) 283.926507 2024-01-16 22.415551 0.0 2024-02-02 20.813958 0.0 454.734752 0.071450 Short Closed
37 37 (entries/exits stock two, GEN) 345.086160 2024-02-02 20.593359 0.0 2024-04-04 21.396320 0.0 277.091004 0.038991 Long Closed
38 38 (entries/exits stock two, GEN) 334.367086 2024-04-04 21.303993 0.0 2024-04-19 20.012312 0.0 431.895718 0.060631 Short Closed
39 39 (entries/exits stock two, GEN) 342.377505 2024-04-19 19.941932 0.0 2024-05-13 23.122005 0.0 1088.785477 0.159467 Long Closed
40 40 (entries/exits stock two, GEN) 364.226340 2024-05-13 23.436148 0.0 2024-06-24 23.708408 0.0 -99.164449 -0.011617 Short Closed
41 41 (entries/exits stock two, GEN) 326.053414 2024-06-24 23.638960 0.0 2024-08-12 24.169828 0.0 173.091080 0.022457 Long Closed
42 42 (entries/exits stock two, GEN) 294.277410 2024-08-12 24.113307 0.0 2024-08-23 25.262166 0.0 -338.083172 -0.047644 Short Closed
43 43 (entries/exits stock two, GEN) 280.625472 2024-08-23 25.285201 0.0 2024-09-12 25.799535 0.0 144.335011 0.020341 Long Closed
44 44 (entries/exits stock two, GEN) 272.857857 2024-09-12 25.808839 0.0 2024-09-19 26.411268 0.0 -164.377411 -0.023342 Short Closed
45 45 (entries/exits stock two, GEN) 272.891257 2024-09-19 26.410691 0.0 2024-10-01 26.731814 0.0 87.631552 0.012159 Long Closed
46 46 (entries/exits stock two, GEN) 275.352485 2024-10-01 26.729668 0.0 2024-10-11 27.270454 0.0 -148.906903 -0.020232 Short Closed
47 47 (entries/exits stock two, GEN) 278.882516 2024-10-11 27.244387 0.0 2024-10-31 28.556929 0.0 366.045112 0.048177 Long Closed
48 48 (entries/exits stock two, GEN) 271.513220 2024-10-31 28.584944 0.0 2024-11-06 28.619534 0.0 -9.391704 -0.001210 Short Closed
49 49 (entries/exits stock two, GEN) 274.883378 2024-11-06 28.639986 0.0 2024-11-20 29.082319 0.0 121.589939 0.015445 Long Open
group
Start 2023-05-18 00:00:00
End 2025-04-17 00:00:00
Period 481 days 00:00:00
Start Value 10000.0
End Value 18029.037119
Total Return [%] 80.290371
Max Gross Exposure [%] 3467.712196
Total Fees Paid 0.0
Max Drawdown [%] 8.93485
Max Drawdown Duration 90 days 00:00:00
Profit Factor 2.078463
Expectancy 15.085103
Sharpe Ratio 2.367778
Calmar Ratio 6.312537
Omega Ratio 1.45321
Sortino Ratio 4.522648
Skew 2.169345
Kurtosis 13.408488
Tail Ratio 1.461595
Common Sense Ratio 2.285957
Value at Risk -0.011684
Alpha 0.61465
Beta -0.058393
Position Id Column Size Entry Timestamp Avg Entry Price Entry Fees Exit Timestamp Avg Exit Price Exit Fees PnL Return Direction Status
0 0 (entries/exits, FITB) 199.402875 2023-05-31 22.141899 0.0 2023-06-07 24.654137 0.0 500.947565 0.113461 Long Closed
1 1 (entries/exits, FITB) 251.094605 2023-06-07 24.749712 0.0 2023-08-07 26.109092 0.0 -341.333015 -0.054925 Short Closed
2 2 (entries/exits, FITB) 219.844043 2023-08-07 26.040557 0.0 2023-09-11 24.452135 0.0 -349.205120 -0.060998 Long Closed
3 3 (entries/exits, FITB) 257.528337 2023-09-11 24.226777 0.0 2023-10-20 22.225915 0.0 515.278670 0.082589 Short Closed
4 4 (entries/exits, FITB) 235.132078 2023-10-20 21.798542 0.0 2023-11-02 23.392312 0.0 374.746585 0.073114 Long Closed
5 5 (entries/exits, FITB) 235.408613 2023-11-02 23.532109 0.0 2023-11-09 23.333267 0.0 46.809078 0.008450 Short Closed
6 6 (entries/exits, FITB) 230.928450 2023-11-09 23.249877 0.0 2023-12-01 28.119679 0.0 1124.575751 0.209455 Long Closed
7 7 (entries/exits, FITB) 216.994742 2023-12-01 29.012354 0.0 2024-01-16 31.748134 0.0 -593.649781 -0.094297 Short Closed
8 8 (entries/exits, FITB) 170.834161 2024-01-16 31.828891 0.0 2024-02-02 32.083273 0.0 43.457042 0.007992 Long Closed
9 9 (entries/exits, FITB) 217.844348 2024-02-02 32.233844 0.0 2024-04-04 33.634457 0.0 -305.115634 -0.043452 Short Closed
10 10 (entries/exits, FITB) 175.262483 2024-04-04 33.652541 0.0 2024-04-19 34.624175 0.0 170.291030 0.028873 Long Closed
11 11 (entries/exits, FITB) 179.257997 2024-04-19 34.812750 0.0 2024-05-13 36.420970 0.0 -288.286187 -0.046196 Short Closed
12 12 (entries/exits, FITB) 195.145978 2024-05-13 36.241680 0.0 2024-06-24 35.071562 0.0 -228.343679 -0.032287 Long Closed
13 13 (entries/exits, FITB) 205.033589 2024-06-24 35.380813 0.0 2024-08-12 37.600575 0.0 -455.125623 -0.062739 Short Closed
14 14 (entries/exits, FITB) 157.000795 2024-08-12 37.573716 0.0 2024-08-23 40.534092 0.0 464.781492 0.078788 Long Closed
15 15 (entries/exits, FITB) 159.386986 2024-08-23 40.568876 0.0 2024-09-12 39.768999 0.0 127.490062 0.019717 Short Closed
16 16 (entries/exits, FITB) 149.854250 2024-09-12 39.720874 0.0 2024-09-19 42.072128 0.0 352.345422 0.059194 Long Closed
17 17 (entries/exits, FITB) 151.690092 2024-09-19 42.052877 0.0 2024-10-01 40.756723 0.0 196.613714 0.030822 Short Closed
18 18 (entries/exits, FITB) 153.117924 2024-10-01 40.736232 0.0 2024-10-11 42.618520 0.0 288.212054 0.046207 Long Closed
19 19 (entries/exits, FITB) 155.912128 2024-10-11 42.637236 0.0 2024-10-31 42.566622 0.0 11.009640 0.001656 Short Closed
20 20 (entries/exits, FITB) 155.230313 2024-10-31 42.470685 0.0 2024-11-06 45.574607 0.0 481.822738 0.073084 Long Closed
21 21 (entries/exits, FITB) 160.977922 2024-11-06 45.602697 0.0 2024-12-04 45.633769 0.0 -5.001835 -0.000681 Short Closed
22 22 (entries/exits, FITB) 178.993888 2024-12-04 45.190315 0.0 2025-01-07 42.065861 0.0 -559.258157 -0.069140 Long Closed
23 23 (entries/exits, FITB) 177.873735 2025-01-07 42.065509 0.0 2025-01-10 40.364944 0.0 302.485716 0.040427 Short Closed
24 24 (entries/exits, FITB) 185.153007 2025-01-10 40.364944 0.0 2025-01-14 42.094244 0.0 320.184971 0.042842 Long Closed
25 25 (entries/exits, FITB) 201.058076 2025-01-14 42.203582 0.0 2025-02-10 42.671675 0.0 -94.113999 -0.011091 Short Closed
26 26 (entries/exits, FITB) 226.685652 2025-02-10 41.895653 0.0 2025-04-02 39.321550 0.0 -583.512144 -0.061441 Long Closed
27 27 (entries/exits, FITB) 192.724750 2025-04-02 39.266846 0.0 2025-04-03 35.153839 0.0 792.678166 0.104745 Short Closed
28 28 (entries/exits, FITB) 260.366881 2025-04-03 34.905343 0.0 2025-04-17 33.983136 0.0 -240.112035 -0.026420 Long Open
29 29 (entries/exits stock two, GEN) 341.451079 2023-05-31 16.769847 0.0 2023-06-07 16.990110 0.0 -75.208972 -0.013134 Short Closed
30 30 (entries/exits stock two, GEN) 397.580964 2023-06-07 17.071371 0.0 2023-08-07 19.777926 0.0 1076.075015 0.158544 Long Closed
31 31 (entries/exits stock two, GEN) 383.971469 2023-08-07 20.045706 0.0 2023-09-11 18.773332 0.0 488.555327 0.063474 Short Closed
32 32 (entries/exits stock two, GEN) 403.408841 2023-09-11 18.384458 0.0 2023-10-20 16.588715 0.0 -724.418486 -0.097677 Long Closed
33 33 (entries/exits stock two, GEN) 410.380559 2023-10-20 16.463066 0.0 2023-11-02 16.508394 0.0 -18.602072 -0.002753 Short Closed
34 34 (entries/exits stock two, GEN) 394.998346 2023-11-02 16.520803 0.0 2023-11-09 18.225877 0.0 673.501685 0.103208 Long Closed
35 35 (entries/exits stock two, GEN) 388.394370 2023-11-09 18.279314 0.0 2023-12-01 21.278345 0.0 -1164.806974 -0.164067 Short Closed
36 36 (entries/exits stock two, GEN) 340.994189 2023-12-01 21.638375 0.0 2024-01-16 22.348997 0.0 242.317965 0.032841 Long Closed
37 37 (entries/exits stock two, GEN) 316.767869 2024-01-16 22.415121 0.0 2024-02-02 20.808602 0.0 508.893551 0.071671 Short Closed
38 38 (entries/exits stock two, GEN) 387.636460 2024-02-02 20.595720 0.0 2024-04-04 21.393786 0.0 309.359378 0.038749 Long Closed
39 39 (entries/exits stock two, GEN) 370.903126 2024-04-04 21.306300 0.0 2024-04-19 20.011282 0.0 480.326376 0.060781 Short Closed
40 40 (entries/exits stock two, GEN) 381.419744 2024-04-19 19.941166 0.0 2024-05-13 23.108329 0.0 1208.018641 0.158825 Long Closed
41 41 (entries/exits stock two, GEN) 401.119712 2024-05-13 23.433993 0.0 2024-06-24 23.706658 0.0 -109.371350 -0.011635 Short Closed
42 42 (entries/exits stock two, GEN) 362.367237 2024-06-24 23.643014 0.0 2024-08-12 24.174104 0.0 192.449455 0.022463 Long Closed
43 43 (entries/exits stock two, GEN) 324.297141 2024-08-12 24.112924 0.0 2024-08-23 25.263400 0.0 -373.096000 -0.047712 Short Closed
44 44 (entries/exits stock two, GEN) 311.081644 2024-08-23 25.285175 0.0 2024-09-12 25.799118 0.0 159.878423 0.020326 Long Closed
45 45 (entries/exits stock two, GEN) 301.765980 2024-09-12 25.808827 0.0 2024-09-19 26.411665 0.0 -181.916056 -0.023358 Short Closed
46 46 (entries/exits stock two, GEN) 302.853371 2024-09-19 26.410373 0.0 2024-10-01 26.731874 0.0 97.367731 0.012173 Long Closed
47 47 (entries/exits stock two, GEN) 305.235970 2024-10-01 26.729673 0.0 2024-10-11 27.270584 0.0 -165.105577 -0.020236 Short Closed
48 48 (entries/exits stock two, GEN) 310.631346 2024-10-11 27.242307 0.0 2024-10-31 28.553424 0.0 407.274027 0.048128 Long Closed
49 49 (entries/exits stock two, GEN) 300.910570 2024-10-31 28.585734 0.0 2024-11-06 28.619613 0.0 -10.194658 -0.001185 Short Closed
50 50 (entries/exits stock two, GEN) 309.319609 2024-11-06 28.660768 0.0 2024-12-04 31.201831 0.0 786.000540 0.088660 Long Closed
51 51 (entries/exits stock two, GEN) 363.117686 2024-12-04 30.712250 0.0 2025-01-07 26.704872 0.0 1455.149975 0.130481 Short Closed
52 52 (entries/exits stock two, GEN) 356.800297 2025-01-07 26.637178 0.0 2025-01-10 26.557892 0.0 -28.289462 -0.002977 Long Closed
53 53 (entries/exits stock two, GEN) 366.242274 2025-01-10 26.557432 0.0 2025-01-14 26.794840 0.0 -86.948795 -0.008939 Short Closed
54 54 (entries/exits stock two, GEN) 383.975013 2025-01-14 26.800118 0.0 2025-02-10 27.724100 0.0 354.785927 0.034477 Long Closed
55 55 (entries/exits stock two, GEN) 461.922912 2025-02-10 27.576408 0.0 2025-04-02 26.916546 0.0 304.805562 0.023929 Short Closed
56 56 (entries/exits stock two, GEN) 364.265596 2025-04-02 26.785990 0.0 2025-04-03 25.784367 0.0 -364.856855 -0.037394 Long Closed
57 57 (entries/exits stock two, GEN) 470.504392 2025-04-03 25.425184 0.0 2025-04-17 24.327596 0.0 516.420310 0.043169 Short Open
group
Start 2023-10-11 00:00:00
End 2025-09-11 00:00:00
Period 481 days 00:00:00
Start Value 10000.0
End Value 17233.638932
Total Return [%] 72.336389
Max Gross Exposure [%] 318.47172
Total Fees Paid 0.0
Max Drawdown [%] 9.405565
Max Drawdown Duration 91 days 00:00:00
Profit Factor 2.194038
Expectancy 15.222436
Sharpe Ratio 2.092988
Calmar Ratio 5.436907
Omega Ratio 1.413622
Sortino Ratio 4.199764
Skew 2.807095
Kurtosis 18.435649
Tail Ratio 1.165545
Common Sense Ratio 1.761572
Value at Risk -0.012614
Alpha 0.600435
Beta -0.103198
Position Id Column Size Entry Timestamp Avg Entry Price Entry Fees Exit Timestamp Avg Exit Price Exit Fees PnL Return Direction Status
0 0 (entries/exits, FITB) 159.786047 2023-10-17 23.685269 0.0 2023-10-20 21.848499 0.0 293.490290 0.077549 Short Closed
1 1 (entries/exits, FITB) 180.891087 2023-10-20 21.796759 0.0 2023-11-02 23.383905 0.0 287.100611 0.072816 Long Closed
2 2 (entries/exits, FITB) 179.619901 2023-11-02 23.536123 0.0 2023-11-09 23.325250 0.0 37.877069 0.008960 Short Closed
3 3 (entries/exits, FITB) 176.859583 2023-11-09 23.250259 0.0 2023-12-01 28.059028 0.0 850.476782 0.206826 Long Closed
4 4 (entries/exits, FITB) 160.624739 2023-12-01 29.004447 0.0 2024-01-16 31.750450 0.0 -441.076112 -0.094675 Short Closed
5 5 (entries/exits, FITB) 129.397073 2024-01-16 31.832443 0.0 2024-02-02 32.090068 0.0 33.335904 0.008093 Long Closed
6 6 (entries/exits, FITB) 163.966303 2024-02-02 32.232202 0.0 2024-04-04 33.629420 0.0 -229.096704 -0.043349 Short Closed
7 7 (entries/exits, FITB) 134.917039 2024-04-04 33.646652 0.0 2024-04-19 34.623392 0.0 131.778827 0.029029 Long Closed
8 8 (entries/exits, FITB) 137.807300 2024-04-19 34.836740 0.0 2024-05-13 36.425978 0.0 -219.008560 -0.045620 Short Closed
9 9 (entries/exits, FITB) 153.959723 2024-05-13 36.215214 0.0 2024-06-24 35.078481 0.0 -175.011039 -0.031388 Long Closed
10 10 (entries/exits, FITB) 158.316572 2024-06-24 35.375931 0.0 2024-08-12 37.606207 0.0 -353.089666 -0.063045 Short Closed
11 11 (entries/exits, FITB) 122.927237 2024-08-12 37.576675 0.0 2024-08-23 40.521911 0.0 362.049765 0.078379 Long Closed
12 12 (entries/exits, FITB) 122.999848 2024-08-23 40.573751 0.0 2024-09-12 39.768146 0.0 99.089287 0.019855 Short Closed
13 13 (entries/exits, FITB) 116.004566 2024-09-12 39.721130 0.0 2024-09-19 42.068458 0.0 272.300820 0.059095 Long Closed
14 14 (entries/exits, FITB) 116.572560 2024-09-19 42.055484 0.0 2024-10-01 40.754813 0.0 151.622543 0.030927 Short Closed
15 15 (entries/exits, FITB) 117.878710 2024-10-01 40.736324 0.0 2024-10-11 42.613114 0.0 221.233586 0.046072 Long Closed
16 16 (entries/exits, FITB) 118.477637 2024-10-11 42.636855 0.0 2024-10-31 42.563770 0.0 8.658903 0.001714 Short Closed
17 17 (entries/exits, FITB) 119.591051 2024-10-31 42.466460 0.0 2024-11-06 45.570080 0.0 371.165192 0.073084 Long Closed
18 18 (entries/exits, FITB) 122.692444 2024-11-06 45.602929 0.0 2024-12-04 45.628874 0.0 -3.183289 -0.000569 Short Closed
19 19 (entries/exits, FITB) 140.287289 2024-12-04 45.143379 0.0 2025-01-07 42.064992 0.0 -431.858589 -0.068191 Long Closed
20 20 (entries/exits, FITB) 138.948189 2025-01-07 42.065670 0.0 2025-01-10 40.364944 0.0 236.312757 0.040430 Short Closed
21 21 (entries/exits, FITB) 144.247613 2025-01-10 40.364944 0.0 2025-01-14 42.093220 0.0 249.299659 0.042816 Long Closed
22 22 (entries/exits, FITB) 155.578210 2025-01-14 42.202068 0.0 2025-02-10 42.666274 0.0 -72.220250 -0.011000 Short Closed
23 23 (entries/exits, FITB) 181.235302 2025-02-10 41.829405 0.0 2025-04-02 39.326110 0.0 -453.685537 -0.059845 Long Closed
24 24 (entries/exits, FITB) 151.234753 2025-04-02 39.266846 0.0 2025-04-03 35.153839 0.0 622.029535 0.104745 Short Closed
25 25 (entries/exits, FITB) 214.722719 2025-04-03 34.820388 0.0 2025-05-02 36.414795 0.0 342.355503 0.045789 Long Closed
26 26 (entries/exits, FITB) 169.884492 2025-05-02 36.758942 0.0 2025-05-07 36.388575 0.0 62.919560 0.010076 Short Closed
27 27 (entries/exits, FITB) 196.464631 2025-05-07 36.574171 0.0 2025-06-23 39.566732 0.0 587.932512 0.081822 Long Closed
28 28 (entries/exits, FITB) 184.465208 2025-06-23 40.130324 0.0 2025-08-08 41.789015 0.0 -305.970699 -0.041333 Short Closed
29 29 (entries/exits, FITB) 162.574582 2025-08-08 41.653287 0.0 2025-08-22 44.651336 0.0 487.406657 0.071976 Long Closed
30 30 (entries/exits, FITB) 154.828874 2025-08-22 44.818817 0.0 2025-09-11 45.298262 0.0 -74.231908 -0.010697 Short Open
31 31 (entries/exits stock two, GEN) 376.604160 2023-10-17 17.022635 0.0 2023-10-20 16.504450 0.0 -195.150582 -0.030441 Long Closed
32 32 (entries/exits stock two, GEN) 422.814750 2023-10-20 16.460119 0.0 2023-11-02 16.506211 0.0 -19.488337 -0.002800 Short Closed
33 33 (entries/exits stock two, GEN) 401.617900 2023-11-02 16.519777 0.0 2023-11-09 18.233565 0.0 688.288073 0.103742 Long Closed
34 34 (entries/exits stock two, GEN) 398.224743 2023-11-09 18.277362 0.0 2023-12-01 21.243626 0.0 -1181.239713 -0.162292 Short Closed
35 35 (entries/exits stock two, GEN) 336.550916 2023-12-01 21.635677 0.0 2024-01-16 22.356997 0.0 242.760912 0.033339 Long Closed
36 36 (entries/exits stock two, GEN) 320.865900 2024-01-16 22.416344 0.0 2024-02-02 20.823890 0.0 510.964232 0.071040 Short Closed
37 37 (entries/exits stock two, GEN) 384.971690 2024-02-02 20.588817 0.0 2024-04-04 21.401137 0.0 312.720382 0.039454 Long Closed
38 38 (entries/exits stock two, GEN) 381.916407 2024-04-04 21.299713 0.0 2024-04-19 20.014211 0.0 490.954103 0.060353 Short Closed
39 39 (entries/exits stock two, GEN) 387.946925 2024-04-19 19.943372 0.0 2024-05-13 23.147691 0.0 1243.105895 0.160671 Long Closed
40 40 (entries/exits stock two, GEN) 421.742999 2024-05-13 23.440289 0.0 2024-06-24 23.711737 0.0 -114.481159 -0.011580 Short Closed
41 41 (entries/exits stock two, GEN) 371.011055 2024-06-24 23.631172 0.0 2024-08-12 24.161642 0.0 196.810271 0.022448 Long Closed
42 42 (entries/exits stock two, GEN) 340.227792 2024-08-12 24.114016 0.0 2024-08-23 25.259872 0.0 -389.852055 -0.047518 Short Closed
43 43 (entries/exits stock two, GEN) 320.889993 2024-08-23 25.285250 0.0 2024-09-12 25.800313 0.0 165.278472 0.020370 Long Closed
44 44 (entries/exits stock two, GEN) 313.371553 2024-09-12 25.808862 0.0 2024-09-19 26.410528 0.0 -188.545071 -0.023312 Short Closed
45 45 (entries/exits stock two, GEN) 311.383579 2024-09-19 26.411287 0.0 2024-10-01 26.731701 0.0 99.771555 0.012132 Long Closed
46 46 (entries/exits stock two, GEN) 314.861028 2024-10-01 26.729658 0.0 2024-10-11 27.270212 0.0 -170.199377 -0.020223 Short Closed
47 47 (entries/exits stock two, GEN) 316.056387 2024-10-11 27.248298 0.0 2024-10-31 28.563507 0.0 415.680378 0.048268 Long Closed
48 48 (entries/exits stock two, GEN) 310.596464 2024-10-31 28.583477 0.0 2024-11-06 28.619386 0.0 -11.153280 -0.001256 Short Closed
49 49 (entries/exits stock two, GEN) 314.927005 2024-11-06 28.655809 0.0 2024-12-04 31.216569 0.0 806.452366 0.089363 Long Closed
50 50 (entries/exits stock two, GEN) 380.555239 2024-12-04 30.670077 0.0 2025-01-07 26.704375 0.0 1509.168588 0.129302 Short Closed
51 51 (entries/exits stock two, GEN) 373.641875 2025-01-07 26.637130 0.0 2025-01-10 26.557892 0.0 -29.606574 -0.002975 Long Closed
52 52 (entries/exits stock two, GEN) 382.157358 2025-01-10 26.557476 0.0 2025-01-14 26.794840 0.0 -90.710225 -0.008938 Short Closed
53 53 (entries/exits stock two, GEN) 396.387849 2025-01-14 26.799322 0.0 2025-02-10 27.729951 0.0 368.890190 0.034726 Long Closed
54 54 (entries/exits stock two, GEN) 492.053493 2025-02-10 27.561393 0.0 2025-04-02 26.921569 0.0 314.827953 0.023215 Short Closed
55 55 (entries/exits stock two, GEN) 383.196501 2025-04-02 26.785990 0.0 2025-04-03 25.784367 0.0 -383.818488 -0.037394 Long Closed
56 56 (entries/exits stock two, GEN) 530.031020 2025-04-03 25.306562 0.0 2025-05-02 25.531763 0.0 -119.363477 -0.008899 Short Closed
57 57 (entries/exits stock two, GEN) 413.640641 2025-05-02 25.713399 0.0 2025-05-07 27.609106 0.0 784.141564 0.073724 Long Closed
58 58 (entries/exits stock two, GEN) 477.990922 2025-05-07 27.759226 0.0 2025-06-23 28.725886 0.0 -462.054601 -0.034823 Short Closed
59 59 (entries/exits stock two, GEN) 423.658104 2025-06-23 28.735298 0.0 2025-08-08 30.273154 0.0 651.525109 0.053518 Long Closed
60 60 (entries/exits stock two, GEN) 394.393157 2025-08-08 30.377633 0.0 2025-08-22 31.570987 0.0 -470.650553 -0.039284 Short Closed
61 61 (entries/exits stock two, GEN) 375.042627 2025-08-22 31.519609 0.0 2025-09-11 29.676109 0.0 -691.391026 -0.058487 Long Open
group
Start 2022-12-22 00:00:00
End 2024-11-20 00:00:00
Period 481 days 00:00:00
Start Value 10000.0
End Value 21714.606667
Total Return [%] 117.146067
Max Gross Exposure [%] 115.119101
Total Fees Paid 0.0
Max Drawdown [%] 13.814307
Max Drawdown Duration 99 days 00:00:00
Profit Factor 3.541093
Expectancy 23.963709
Sharpe Ratio 2.277498
Calmar Ratio 5.799108
Omega Ratio 1.456914
Sortino Ratio 4.119597
Skew 1.89686
Kurtosis 15.999009
Tail Ratio 1.306283
Common Sense Ratio 2.352755
Value at Risk -0.016102
Alpha 0.887144
Beta -0.027596
Position Id Column Size Entry Timestamp Avg Entry Price Entry Fees Exit Timestamp Avg Exit Price Exit Fees PnL Return Direction Status
0 0 (entries/exits, FRT) 25.359019 2023-01-11 96.439861 0.0 2023-02-21 96.180680 0.0 6.572582 0.002687 Short Closed
1 1 (entries/exits, FRT) 41.928628 2023-02-21 90.894622 0.0 2023-06-07 87.010226 0.0 -162.867382 -0.042735 Long Closed
2 2 (entries/exits, FRT) 32.681567 2023-06-07 88.830605 0.0 2023-08-14 92.181625 0.0 -109.516584 -0.037724 Short Closed
3 3 (entries/exits, FRT) 31.890569 2023-08-14 92.096435 0.0 2023-09-12 90.125681 0.0 -62.848467 -0.021399 Long Closed
4 4 (entries/exits, FRT) 30.125090 2023-09-12 90.141621 0.0 2023-09-21 87.426756 0.0 81.785551 0.030118 Short Closed
5 5 (entries/exits, FRT) 40.848353 2023-09-21 85.847800 0.0 2023-10-31 84.333611 0.0 -61.852128 -0.017638 Long Closed
6 6 (entries/exits, FRT) 45.900077 2023-10-31 85.855165 0.0 2024-01-11 95.247599 0.0 -431.113429 -0.109399 Short Closed
7 7 (entries/exits, FRT) 40.704992 2024-01-11 95.616951 0.0 2024-02-02 95.711746 0.0 3.858632 0.000991 Long Closed
8 8 (entries/exits, FRT) 44.483552 2024-02-02 95.518604 0.0 2024-02-20 93.418289 0.0 93.429475 0.021989 Short Closed
9 9 (entries/exits, FRT) 49.339613 2024-02-20 93.357942 0.0 2024-04-09 97.161360 0.0 187.659186 0.040740 Long Closed
10 10 (entries/exits, FRT) 40.365561 2024-04-09 97.440197 0.0 2024-04-16 91.583838 0.0 236.395206 0.060102 Short Closed
11 11 (entries/exits, FRT) 38.874199 2024-04-16 91.425262 0.0 2024-04-22 95.833254 0.0 171.357120 0.048214 Long Closed
12 12 (entries/exits, FRT) 45.357114 2024-04-22 96.016223 0.0 2024-05-14 97.247982 0.0 -55.869052 -0.012829 Short Closed
13 13 (entries/exits, FRT) 48.979178 2024-05-14 96.828750 0.0 2024-06-24 96.741307 0.0 -4.282883 -0.000903 Long Closed
14 14 (entries/exits, FRT) 53.139898 2024-06-24 98.707179 0.0 2024-09-19 108.750620 0.0 -533.707438 -0.101750 Short Closed
15 15 (entries/exits, FRT) 44.049928 2024-09-19 109.376435 0.0 2024-10-18 110.458242 0.0 47.653537 0.009891 Long Closed
16 16 (entries/exits, FRT) 41.015404 2024-10-18 110.604168 0.0 2024-10-31 107.387203 0.0 131.945140 0.029085 Short Closed
17 17 (entries/exits, FRT) 46.382421 2024-10-31 107.326075 0.0 2024-11-20 109.550010 0.0 103.151506 0.020721 Long Open
18 18 (entries/exits stock two, GEN) 404.598688 2023-01-11 20.710558 0.0 2023-02-21 19.757197 0.0 -385.728752 -0.046033 Long Closed
19 19 (entries/exits stock two, GEN) 911.513919 2023-02-21 17.660161 0.0 2023-06-07 16.602499 0.0 964.073226 0.059890 Short Closed
20 20 (entries/exits stock two, GEN) 517.305999 2023-06-07 17.052101 0.0 2023-08-14 19.947075 0.0 1497.587361 0.169772 Long Closed
21 21 (entries/exits stock two, GEN) 597.527037 2023-08-14 19.935630 0.0 2023-09-12 18.864329 0.0 640.131607 0.053738 Short Closed
22 22 (entries/exits stock two, GEN) 528.969179 2023-09-12 18.738109 0.0 2023-09-21 18.257203 0.0 -254.383988 -0.025665 Long Closed
23 23 (entries/exits stock two, GEN) 758.843667 2023-09-21 17.769686 0.0 2023-10-31 16.115787 0.0 1255.051065 0.093074 Short Closed
24 24 (entries/exits stock two, GEN) 693.087161 2023-10-31 16.236566 0.0 2024-01-11 21.973491 0.0 3976.188560 0.353334 Long Closed
25 25 (entries/exits stock two, GEN) 645.493557 2024-01-11 22.312715 0.0 2024-02-02 20.857714 0.0 939.193794 0.065210 Short Closed
26 26 (entries/exits stock two, GEN) 697.223285 2024-02-02 20.544994 0.0 2024-02-20 21.117755 0.0 399.342237 0.027878 Long Closed
27 27 (entries/exits stock two, GEN) 872.498158 2024-02-20 21.091493 0.0 2024-04-09 21.886267 0.0 -693.438910 -0.037682 Short Closed
28 28 (entries/exits stock two, GEN) 658.412371 2024-04-09 22.018539 0.0 2024-04-16 19.897007 0.0 -1396.842817 -0.096352 Long Closed
29 29 (entries/exits stock two, GEN) 668.386257 2024-04-16 19.896363 0.0 2024-04-22 19.945755 0.0 -33.013027 -0.002482 Short Closed
30 30 (entries/exits stock two, GEN) 678.878159 2024-04-22 19.938203 0.0 2024-05-14 23.775135 0.0 2604.809591 0.192441 Long Closed
31 31 (entries/exits stock two, GEN) 815.406939 2024-05-14 23.884383 0.0 2024-06-24 23.721542 0.0 132.782375 0.006818 Short Closed
32 32 (entries/exits stock two, GEN) 698.146095 2024-06-24 23.623313 0.0 2024-09-19 26.252000 0.0 1835.207396 0.111275 Long Closed
33 33 (entries/exits stock two, GEN) 683.035929 2024-09-19 26.421902 0.0 2024-10-18 26.771054 0.0 -238.482710 -0.013214 Short Closed
34 34 (entries/exits stock two, GEN) 614.805743 2024-10-18 26.736880 0.0 2024-10-31 28.601151 0.0 1146.164284 0.069727 Long Closed
35 35 (entries/exits stock two, GEN) 678.283969 2024-10-31 28.613973 0.0 2024-11-20 29.079538 0.0 -315.785195 -0.016271 Short Open
group
Start 2023-05-18 00:00:00
End 2025-04-17 00:00:00
Period 481 days 00:00:00
Start Value 10000.0
End Value 21418.180339
Total Return [%] 114.181803
Max Gross Exposure [%] 131.536609
Total Fees Paid 0.0
Max Drawdown [%] 10.935902
Max Drawdown Duration 46 days 00:00:00
Profit Factor 2.764169
Expectancy 20.570182
Sharpe Ratio 2.663809
Calmar Ratio 7.154585
Omega Ratio 1.559211
Sortino Ratio 5.304381
Skew 2.657298
Kurtosis 18.960188
Tail Ratio 1.183518
Common Sense Ratio 2.109524
Value at Risk -0.013872
Alpha 0.89917
Beta -0.175267
Position Id Column Size Entry Timestamp Avg Entry Price Entry Fees Exit Timestamp Avg Exit Price Exit Fees PnL Return Direction Status
0 0 (entries/exits, FRT) 40.516759 2023-05-23 81.037062 0.0 2023-06-07 87.509274 0.0 262.233030 0.079867 Long Closed
1 1 (entries/exits, FRT) 45.584426 2023-06-07 88.695642 0.0 2023-08-14 92.133857 0.0 -156.729017 -0.038764 Short Closed
2 2 (entries/exits, FRT) 43.307845 2023-08-14 92.150775 0.0 2023-09-12 90.132331 0.0 -87.414449 -0.021904 Long Closed
3 3 (entries/exits, FRT) 41.552135 2023-09-12 90.138646 0.0 2023-09-21 87.437607 0.0 112.233918 0.029965 Short Closed
4 4 (entries/exits, FRT) 54.255402 2023-09-21 86.006509 0.0 2023-10-31 84.370189 0.0 -88.779189 -0.019026 Long Closed
5 5 (entries/exits, FRT) 61.720888 2023-10-31 85.844524 0.0 2024-01-11 95.103947 0.0 -571.499801 -0.107863 Short Closed
6 6 (entries/exits, FRT) 52.323054 2024-01-11 95.622475 0.0 2024-02-02 95.704744 0.0 4.304553 0.000860 Long Closed
7 7 (entries/exits, FRT) 57.414997 2024-02-02 95.514497 0.0 2024-02-20 93.422031 0.0 120.138926 0.021907 Short Closed
8 8 (entries/exits, FRT) 62.386772 2024-02-20 93.346389 0.0 2024-04-09 97.206467 0.0 240.817789 0.041352 Long Closed
9 9 (entries/exits, FRT) 52.988040 2024-04-09 97.411453 0.0 2024-04-16 91.563379 0.0 309.877967 0.060035 Short Closed
10 10 (entries/exits, FRT) 51.508760 2024-04-16 91.425262 0.0 2024-04-22 95.840757 0.0 227.436635 0.048296 Long Closed
11 11 (entries/exits, FRT) 59.594754 2024-04-22 96.009030 0.0 2024-05-14 97.248419 0.0 -73.861084 -0.012909 Short Closed
12 12 (entries/exits, FRT) 62.863171 2024-05-14 96.865989 0.0 2024-06-24 96.757602 0.0 -6.813554 -0.001119 Long Closed
13 13 (entries/exits, FRT) 69.348029 2024-06-24 98.664479 0.0 2024-09-19 108.641294 0.0 -691.872506 -0.101119 Short Closed
14 14 (entries/exits, FRT) 55.490134 2024-09-19 109.388164 0.0 2024-10-18 110.481211 0.0 60.653326 0.009992 Long Closed
15 15 (entries/exits, FRT) 52.563455 2024-10-18 110.598656 0.0 2024-10-31 107.394487 0.0 168.422160 0.028971 Short Closed
16 16 (entries/exits, FRT) 58.515427 2024-10-31 107.318368 0.0 2024-11-27 113.341373 0.0 352.438695 0.056123 Long Closed
17 17 (entries/exits, FRT) 52.820944 2024-11-27 113.634909 0.0 2024-12-03 110.018051 0.0 191.045841 0.031829 Short Closed
18 18 (entries/exits, FRT) 67.793677 2024-12-03 109.086873 0.0 2025-01-31 106.159202 0.0 -198.477583 -0.026838 Long Closed
19 19 (entries/exits, FRT) 61.599316 2025-01-31 106.189736 0.0 2025-02-14 102.890787 0.0 203.213049 0.031067 Short Closed
20 20 (entries/exits, FRT) 80.928652 2025-02-14 101.373601 0.0 2025-04-02 97.895734 0.0 -281.459096 -0.034307 Long Closed
21 21 (entries/exits, FRT) 66.710176 2025-04-02 97.932640 0.0 2025-04-03 91.606750 0.0 422.001207 0.064594 Short Closed
22 22 (entries/exits, FRT) 85.542908 2025-04-03 90.828980 0.0 2025-04-17 92.237074 0.0 120.452496 0.015503 Long Open
23 23 (entries/exits stock two, GEN) 424.247900 2023-05-23 16.210371 0.0 2023-06-07 16.962395 0.0 -319.044807 -0.046392 Short Closed
24 24 (entries/exits stock two, GEN) 442.180699 2023-06-07 17.079860 0.0 2023-08-14 19.867372 0.0 1232.584121 0.163205 Long Closed
25 25 (entries/exits stock two, GEN) 475.930541 2023-08-14 19.946816 0.0 2023-09-12 18.858364 0.0 518.027542 0.054568 Short Closed
26 26 (entries/exits stock two, GEN) 428.214998 2023-09-12 18.734628 0.0 2023-09-21 18.258296 0.0 -203.972127 -0.025425 Long Closed
27 27 (entries/exits stock two, GEN) 591.486791 2023-09-21 17.811003 0.0 2023-10-31 16.108656 0.0 1006.915939 0.095578 Short Closed
28 28 (entries/exits stock two, GEN) 563.236305 2023-10-31 16.320580 0.0 2024-01-11 21.836358 0.0 3106.686706 0.337965 Long Closed
29 29 (entries/exits stock two, GEN) 486.522085 2024-01-11 22.311259 0.0 2024-02-02 20.829980 0.0 720.674902 0.066392 Short Closed
30 30 (entries/exits stock two, GEN) 530.087997 2024-02-02 20.545054 0.0 2024-02-20 21.114996 0.0 302.119184 0.027741 Long Closed
31 31 (entries/exits stock two, GEN) 649.301360 2024-02-20 21.091777 0.0 2024-04-09 21.897253 0.0 -522.997237 -0.038189 Short Closed
32 32 (entries/exits stock two, GEN) 509.035754 2024-04-09 21.999826 0.0 2024-04-16 19.897007 0.0 -1070.410302 -0.095583 Long Closed
33 33 (entries/exits stock two, GEN) 519.044688 2024-04-16 19.896248 0.0 2024-04-22 19.945736 0.0 -25.686376 -0.002487 Short Closed
34 34 (entries/exits stock two, GEN) 533.883270 2024-04-22 19.934679 0.0 2024-05-14 23.721900 0.0 2021.933869 0.189982 Long Closed
35 35 (entries/exits stock two, GEN) 612.722063 2024-05-14 23.884629 0.0 2024-06-24 23.712884 0.0 105.231823 0.007191 Short Closed
36 36 (entries/exits stock two, GEN) 548.859289 2024-06-24 23.651237 0.0 2024-09-19 26.181579 0.0 1388.801275 0.106986 Long Closed
37 37 (entries/exits stock two, GEN) 504.109259 2024-09-19 26.421475 0.0 2024-10-18 26.767879 0.0 -174.625503 -0.013111 Short Closed
38 38 (entries/exits stock two, GEN) 461.596497 2024-10-18 26.735104 0.0 2024-10-31 28.592881 0.0 857.543726 0.069488 Long Closed
39 39 (entries/exits stock two, GEN) 502.010940 2024-10-31 28.614118 0.0 2024-11-27 30.262214 0.0 -827.362279 -0.057597 Short Closed
40 40 (entries/exits stock two, GEN) 414.490968 2024-11-27 30.448307 0.0 2024-12-03 30.447784 0.0 -0.216554 -0.000017 Long Closed
41 41 (entries/exits stock two, GEN) 584.994577 2024-12-03 29.754533 0.0 2025-01-31 26.827825 0.0 1712.108510 0.098362 Short Closed
42 42 (entries/exits stock two, GEN) 518.444584 2025-01-31 26.571005 0.0 2025-02-14 27.488268 0.0 475.549939 0.034521 Long Closed
43 43 (entries/exits stock two, GEN) 659.117283 2025-02-14 27.343076 0.0 2025-04-02 26.898602 0.0 292.960590 0.016255 Short Closed
44 44 (entries/exits stock two, GEN) 528.620709 2025-04-02 26.785990 0.0 2025-04-03 25.784367 0.0 -529.478742 -0.037394 Long Closed
45 45 (entries/exits stock two, GEN) 688.319947 2025-04-03 25.372379 0.0 2025-04-17 24.337289 0.0 712.472826 0.040796 Short Open
group
Start 2023-10-11 00:00:00
End 2025-09-11 00:00:00
Period 481 days 00:00:00
Start Value 10000.0
End Value 15278.421016
Total Return [%] 52.78421
Max Gross Exposure [%] 210.983653
Total Fees Paid 0.0
Max Drawdown [%] 18.056832
Max Drawdown Duration 99 days 00:00:00
Profit Factor 1.911756
Expectancy 11.719508
Sharpe Ratio 1.476991
Calmar Ratio 2.101058
Omega Ratio 1.284737
Sortino Ratio 2.54945
Skew 2.046808
Kurtosis 19.355092
Tail Ratio 1.189894
Common Sense Ratio 1.641321
Value at Risk -0.014107
Alpha 0.54376
Beta -0.242528
Position Id Column Size Entry Timestamp Avg Entry Price Entry Fees Exit Timestamp Avg Exit Price Exit Fees PnL Return Direction Status
0 0 (entries/exits, FRT) 39.386286 2023-10-23 79.696324 0.0 2023-10-31 84.469985 0.0 188.016751 0.059898 Long Closed
1 1 (entries/exits, FRT) 48.690984 2023-10-31 85.846303 0.0 2024-01-11 95.132532 0.0 -452.155598 -0.108173 Short Closed
2 2 (entries/exits, FRT) 41.628885 2024-01-11 95.621472 0.0 2024-02-02 95.706023 0.0 3.519802 0.000884 Long Closed
3 3 (entries/exits, FRT) 45.646592 2024-02-02 95.515236 0.0 2024-02-20 93.421354 0.0 95.578573 0.021922 Short Closed
4 4 (entries/exits, FRT) 49.785684 2024-02-20 93.348521 0.0 2024-04-09 97.198196 0.0 191.658702 0.041240 Long Closed
5 5 (entries/exits, FRT) 41.999215 2024-04-09 97.416630 0.0 2024-04-16 91.567062 0.0 245.677257 0.060047 Short Closed
6 6 (entries/exits, FRT) 40.758311 2024-04-16 91.425262 0.0 2024-04-22 95.839402 0.0 179.912876 0.048281 Long Closed
7 7 (entries/exits, FRT) 47.228784 2024-04-22 96.010337 0.0 2024-05-14 97.248338 0.0 -58.469300 -0.012894 Short Closed
8 8 (entries/exits, FRT) 50.031824 2024-05-14 96.859171 0.0 2024-06-24 96.754627 0.0 -5.230523 -0.001079 Long Closed
9 9 (entries/exits, FRT) 55.019933 2024-06-24 98.671698 0.0 2024-09-19 108.661788 0.0 -549.654078 -0.101246 Short Closed
10 10 (entries/exits, FRT) 44.313363 2024-09-19 109.386028 0.0 2024-10-18 110.477031 0.0 48.346000 0.009974 Long Closed
11 11 (entries/exits, FRT) 41.845939 2024-10-18 110.599648 0.0 2024-10-31 107.393173 0.0 134.177925 0.028992 Short Closed
12 12 (entries/exits, FRT) 46.717072 2024-10-31 107.319778 0.0 2024-11-27 113.331456 0.0 280.847958 0.056016 Long Closed
13 13 (entries/exits, FRT) 41.991082 2024-11-27 113.636039 0.0 2024-12-03 110.018051 0.0 151.923231 0.031838 Short Closed
14 14 (entries/exits, FRT) 54.224738 2024-12-03 109.065156 0.0 2025-01-31 106.158620 0.0 -157.606129 -0.026650 Long Closed
15 15 (entries/exits, FRT) 49.125804 2025-01-31 106.190539 0.0 2025-02-14 102.885835 0.0 162.346236 0.031121 Short Closed
16 16 (entries/exits, FRT) 64.910694 2025-02-14 101.345159 0.0 2025-04-02 97.894475 0.0 -223.986246 -0.034049 Long Closed
17 17 (entries/exits, FRT) 53.247488 2025-04-02 97.932640 0.0 2025-04-03 91.606750 0.0 336.837729 0.064594 Short Closed
18 18 (entries/exits, FRT) 84.004921 2025-04-03 91.299525 0.0 2025-07-11 94.201406 0.0 243.772255 0.031784 Long Closed
19 19 (entries/exits, FRT) 51.837173 2025-07-11 94.882273 0.0 2025-07-15 92.989998 0.0 98.090189 0.019943 Short Closed
20 20 (entries/exits, FRT) 60.233000 2025-07-15 92.948456 0.0 2025-08-19 96.140953 0.0 192.293688 0.034347 Long Closed
21 21 (entries/exits, FRT) 51.215968 2025-08-19 96.822116 0.0 2025-09-11 101.615565 0.0 -245.501165 -0.049508 Short Open
22 22 (entries/exits stock two, GEN) 460.001187 2023-10-23 16.213750 0.0 2023-10-31 16.028197 0.0 85.354661 0.011444 Short Closed
23 23 (entries/exits stock two, GEN) 482.397237 2023-10-31 16.306237 0.0 2024-01-11 21.860472 0.0 2679.347429 0.340620 Long Closed
24 24 (entries/exits stock two, GEN) 422.345072 2024-01-11 22.311526 0.0 2024-02-02 20.835017 0.0 623.596074 0.066177 Short Closed
25 25 (entries/exits stock two, GEN) 459.451037 2024-02-02 20.545044 0.0 2024-02-20 21.115491 0.0 262.092723 0.027766 Long Closed
26 26 (entries/exits stock two, GEN) 564.910275 2024-02-20 21.091691 0.0 2024-04-09 21.895295 0.0 -453.964160 -0.038101 Short Closed
27 27 (entries/exits stock two, GEN) 439.878617 2024-04-09 22.003181 0.0 2024-04-16 19.897007 0.0 -926.460753 -0.095721 Long Closed
28 28 (entries/exits stock two, GEN) 448.169144 2024-04-16 19.896269 0.0 2024-04-22 19.945740 0.0 -22.171180 -0.002486 Short Closed
29 29 (entries/exits stock two, GEN) 459.938051 2024-04-22 19.935310 0.0 2024-05-14 23.731429 0.0 1745.979660 0.190422 Long Closed
30 30 (entries/exits stock two, GEN) 532.218376 2024-05-14 23.884578 0.0 2024-06-24 23.714457 0.0 90.541887 0.007123 Short Closed
31 31 (entries/exits stock two, GEN) 472.936430 2024-06-24 23.646398 0.0 2024-09-19 26.193888 0.0 1204.800520 0.107733 Long Closed
32 32 (entries/exits stock two, GEN) 439.309954 2024-09-19 26.421554 0.0 2024-10-18 26.768458 0.0 -152.398461 -0.013130 Short Closed
33 33 (entries/exits stock two, GEN) 401.019028 2024-10-18 26.735423 0.0 2024-10-31 28.594370 0.0 745.473101 0.069531 Long Closed
34 34 (entries/exits stock two, GEN) 437.261858 2024-10-31 28.614094 0.0 2024-11-27 30.259215 0.0 -719.348649 -0.057493 Short Closed
35 35 (entries/exits stock two, GEN) 359.682259 2024-11-27 30.448276 0.0 2024-12-03 30.447784 0.0 -0.176898 -0.000016 Long Closed
36 36 (entries/exits stock two, GEN) 509.487705 2024-12-03 29.747549 0.0 2025-01-31 26.830195 0.0 1486.355866 0.098070 Short Closed
37 37 (entries/exits stock two, GEN) 450.997601 2025-01-31 26.570818 0.0 2025-02-14 27.488376 0.0 413.816581 0.034533 Long Closed
38 38 (entries/exits stock two, GEN) 576.774252 2025-02-14 27.340418 0.0 2025-04-02 26.900050 0.0 253.992883 0.016107 Short Closed
39 39 (entries/exits stock two, GEN) 460.579122 2025-04-02 26.785990 0.0 2025-04-03 25.784367 0.0 -461.326713 -0.037394 Long Closed
40 40 (entries/exits stock two, GEN) 760.775853 2025-04-03 25.794572 0.0 2025-07-11 27.812677 0.0 -1535.325085 -0.078238 Short Closed
41 41 (entries/exits stock two, GEN) 396.896658 2025-07-11 28.576042 0.0 2025-07-15 29.789953 0.0 481.797035 0.042480 Long Closed
42 42 (entries/exits stock two, GEN) 467.730162 2025-07-15 29.732032 0.0 2025-08-19 31.287549 0.0 -727.562017 -0.052318 Short Closed
43 43 (entries/exits stock two, GEN) 376.366795 2025-08-19 31.443196 0.0 2025-09-11 29.699180 0.0 -656.389618 -0.055466 Long Open
group
Start 2022-12-22 00:00:00
End 2024-11-20 00:00:00
Period 481 days 00:00:00
Start Value 10000.0
End Value 12582.822834
Total Return [%] 25.828228
Max Gross Exposure [%] 131.455439
Total Fees Paid 0.0
Max Drawdown [%] 13.601201
Max Drawdown Duration 182 days 00:00:00
Profit Factor 2.153014
Expectancy 5.002355
Sharpe Ratio 0.967843
Calmar Ratio 1.400325
Omega Ratio 1.14871
Sortino Ratio 1.592898
Skew 1.053539
Kurtosis 4.547082
Tail Ratio 1.159168
Common Sense Ratio 1.379944
Value at Risk -0.015169
Alpha 0.224661
Beta -0.023716
Position Id Column Size Entry Timestamp Avg Entry Price Entry Fees Exit Timestamp Avg Exit Price Exit Fees PnL Return Direction Status
0 0 (entries/exits, HOLX) 142.742527 2023-01-04 78.810826 0.0 2023-02-21 81.504877 0.0 -384.555772 -0.034184 Short Closed
1 1 (entries/exits, HOLX) 111.509408 2023-02-21 81.133172 0.0 2023-04-05 82.027108 0.0 99.682264 0.011018 Long Closed
2 2 (entries/exits, HOLX) 137.850838 2023-04-05 82.333315 0.0 2023-05-16 82.088676 0.0 33.723650 0.002971 Short Closed
3 3 (entries/exits, HOLX) 111.219237 2023-05-16 81.315920 0.0 2023-06-20 81.995983 0.0 75.636089 0.008363 Long Closed
4 4 (entries/exits, HOLX) 123.885356 2023-06-20 81.732804 0.0 2023-07-17 79.029036 0.0 334.957268 0.033081 Short Closed
5 5 (entries/exits, HOLX) 117.994575 2023-07-17 78.956791 0.0 2023-07-21 80.877813 0.0 226.670199 0.024330 Long Closed
6 6 (entries/exits, HOLX) 169.217197 2023-07-21 79.414449 0.0 2023-09-07 73.579842 0.0 987.315754 0.073470 Short Closed
7 7 (entries/exits, HOLX) 150.219000 2023-09-07 72.785171 0.0 2023-11-10 72.046559 0.0 -110.953654 -0.010148 Long Closed
8 8 (entries/exits, HOLX) 161.338882 2023-11-10 72.006919 0.0 2023-12-04 70.650907 0.0 218.777421 0.018832 Short Closed
9 9 (entries/exits, HOLX) 153.947958 2023-12-04 70.574932 0.0 2024-01-02 72.437578 0.0 286.750493 0.026392 Long Closed
10 10 (entries/exits, HOLX) 164.099887 2024-01-02 72.457917 0.0 2024-02-02 72.552469 0.0 -15.515986 -0.001305 Short Closed
11 11 (entries/exits, HOLX) 152.296966 2024-02-02 72.444460 0.0 2024-02-09 73.441905 0.0 151.907795 0.013768 Long Closed
12 12 (entries/exits, HOLX) 218.914230 2024-02-09 74.030059 0.0 2024-05-10 75.524576 0.0 -327.171078 -0.020188 Short Closed
13 13 (entries/exits, HOLX) 148.288213 2024-05-10 75.098424 0.0 2024-06-27 74.208636 0.0 -131.945039 -0.011848 Long Closed
14 14 (entries/exits, HOLX) 177.404301 2024-06-27 75.191605 0.0 2024-08-23 80.083026 0.0 -867.759244 -0.065053 Short Closed
15 15 (entries/exits, HOLX) 126.730545 2024-08-23 80.252672 0.0 2024-09-09 82.685945 0.0 308.370050 0.030320 Long Closed
16 16 (entries/exits, HOLX) 144.979795 2024-09-09 82.441740 0.0 2024-09-26 80.232703 0.0 320.265728 0.026795 Short Closed
17 17 (entries/exits, HOLX) 135.162297 2024-09-26 80.102144 0.0 2024-10-22 81.576061 0.0 199.218014 0.018400 Long Closed
18 18 (entries/exits, HOLX) 162.101042 2024-10-22 81.181244 0.0 2024-11-14 78.031932 0.0 510.506790 0.038794 Short Closed
19 19 (entries/exits, HOLX) 148.161449 2024-11-14 77.545133 0.0 2024-11-20 78.041255 0.0 73.506180 0.006398 Long Open
20 20 (entries/exits stock two, IPG) 31.376911 2023-01-04 31.115021 0.0 2023-02-21 32.646274 0.0 48.045996 0.049213 Long Closed
21 21 (entries/exits stock two, IPG) 28.374485 2023-02-21 32.352817 0.0 2023-04-05 33.009566 0.0 -18.634920 -0.020300 Short Closed
22 22 (entries/exits stock two, IPG) 30.535412 2023-04-05 33.017609 0.0 2023-05-16 32.519071 0.0 -15.223061 -0.015099 Long Closed
23 23 (entries/exits stock two, IPG) 27.574655 2023-05-16 32.658255 0.0 2023-06-20 35.496317 0.0 -78.258562 -0.086902 Short Closed
24 24 (entries/exits stock two, IPG) 26.027608 2023-06-20 35.586135 0.0 2023-07-17 36.327208 0.0 19.288373 0.020825 Long Closed
25 25 (entries/exits stock two, IPG) 25.715394 2023-07-17 36.234974 0.0 2023-07-21 29.932083 0.0 162.081325 0.173945 Short Closed
26 26 (entries/exits stock two, IPG) 37.125777 2023-07-21 29.760660 0.0 2023-09-07 29.340771 0.0 -15.588719 -0.014109 Long Closed
27 27 (entries/exits stock two, IPG) 43.585950 2023-09-07 28.596953 0.0 2023-11-10 26.483291 0.0 92.125976 0.073912 Short Closed
28 28 (entries/exits stock two, IPG) 38.863942 2023-11-10 26.517315 0.0 2023-12-04 28.914209 0.0 93.152753 0.090390 Long Closed
29 29 (entries/exits stock two, IPG) 36.965561 2023-12-04 29.083803 0.0 2024-01-02 30.453871 0.0 -50.645326 -0.047108 Short Closed
30 30 (entries/exits stock two, IPG) 36.100295 2024-01-02 30.478641 0.0 2024-02-02 30.471732 0.0 -0.249445 -0.000227 Long Closed
31 31 (entries/exits stock two, IPG) 34.939428 2024-02-02 30.493662 0.0 2024-02-09 28.400732 0.0 73.125775 0.068635 Short Closed
32 32 (entries/exits stock two, IPG) 49.304763 2024-02-09 28.630810 0.0 2024-05-10 29.258952 0.0 30.970378 0.021939 Long Closed
33 33 (entries/exits stock two, IPG) 39.470192 2024-05-10 28.973103 0.0 2024-06-27 27.612764 0.0 53.692852 0.046952 Short Closed
34 34 (entries/exits stock two, IPG) 43.089844 2024-06-27 27.533381 0.0 2024-08-23 29.871671 0.0 100.756549 0.084926 Long Closed
35 35 (entries/exits stock two, IPG) 32.793754 2024-08-23 30.332074 0.0 2024-09-09 29.590294 0.0 24.325750 0.024455 Short Closed
36 36 (entries/exits stock two, IPG) 36.131152 2024-09-09 29.558806 0.0 2024-09-26 29.961959 0.0 14.566393 0.013639 Long Closed
37 37 (entries/exits stock two, IPG) 35.274219 2024-09-26 29.978444 0.0 2024-10-22 28.452940 0.0 53.810964 0.050887 Short Closed
38 38 (entries/exits stock two, IPG) 40.226430 2024-10-22 28.347478 0.0 2024-11-14 27.860328 0.0 -19.596340 -0.017185 Long Closed
39 39 (entries/exits stock two, IPG) 41.500742 2024-11-14 27.621006 0.0 2024-11-20 27.002000 0.0 25.689202 0.022411 Short Open
group
Start 2023-05-18 00:00:00
End 2025-04-17 00:00:00
Period 481 days 00:00:00
Start Value 10000.0
End Value 17152.541176
Total Return [%] 71.525412
Max Gross Exposure [%] 311.714312
Total Fees Paid 0.0
Max Drawdown [%] 9.473754
Max Drawdown Duration 92 days 00:00:00
Profit Factor 3.456024
Expectancy 14.735465
Sharpe Ratio 2.236675
Calmar Ratio 5.340774
Omega Ratio 1.422229
Sortino Ratio 4.312636
Skew 2.078226
Kurtosis 12.170146
Tail Ratio 1.296257
Common Sense Ratio 1.952126
Value at Risk -0.01209
Alpha 0.501598
Beta 0.095154
Position Id Column Size Entry Timestamp Avg Entry Price Entry Fees Exit Timestamp Avg Exit Price Exit Fees PnL Return Direction Status
0 0 (entries/exits, HOLX) 56.921172 2023-06-02 79.059015 0.0 2023-06-20 81.892310 0.0 161.274491 0.035838 Long Closed
1 1 (entries/exits, HOLX) 58.908394 2023-06-20 81.830812 0.0 2023-07-17 79.040749 0.0 164.358096 0.034095 Short Closed
2 2 (entries/exits, HOLX) 59.384452 2023-07-17 78.939335 0.0 2023-07-21 80.865436 0.0 114.380438 0.024400 Long Closed
3 3 (entries/exits, HOLX) 83.115269 2023-07-21 79.757020 0.0 2023-09-07 73.508202 0.0 519.372208 0.078348 Short Closed
4 4 (entries/exits, HOLX) 93.375860 2023-09-07 72.051214 0.0 2023-11-10 71.639360 0.0 -38.457242 -0.005716 Long Closed
5 5 (entries/exits, HOLX) 84.804625 2023-11-10 72.032561 0.0 2023-12-04 70.630843 0.0 118.872164 0.019460 Short Closed
6 6 (entries/exits, HOLX) 87.327427 2023-12-04 70.547505 0.0 2024-01-02 72.316542 0.0 154.485454 0.025076 Long Closed
7 7 (entries/exits, HOLX) 85.672314 2024-01-02 72.462947 0.0 2024-02-02 72.498499 0.0 -3.045857 -0.000491 Short Closed
8 8 (entries/exits, HOLX) 81.849384 2024-02-02 72.468765 0.0 2024-02-09 73.452414 0.0 80.511054 0.013573 Long Closed
9 9 (entries/exits, HOLX) 107.026215 2024-02-09 73.884158 0.0 2024-05-10 75.485280 0.0 -171.362068 -0.021671 Short Closed
10 10 (entries/exits, HOLX) 91.522272 2024-05-10 74.887477 0.0 2024-06-27 74.200469 0.0 -62.876573 -0.009174 Long Closed
11 11 (entries/exits, HOLX) 100.896055 2024-06-27 75.111764 0.0 2024-08-23 80.107147 0.0 -504.014380 -0.066506 Short Closed
12 12 (entries/exits, HOLX) 80.325705 2024-08-23 80.267382 0.0 2024-09-09 82.663473 0.0 192.467739 0.029851 Long Closed
13 13 (entries/exits, HOLX) 85.952598 2024-09-09 82.532479 0.0 2024-09-26 80.173025 0.0 202.801211 0.028588 Short Closed
14 14 (entries/exits, HOLX) 86.741421 2024-09-26 80.113318 0.0 2024-10-22 81.554357 0.0 124.997788 0.017988 Long Closed
15 15 (entries/exits, HOLX) 97.535467 2024-10-22 81.270724 0.0 2024-11-14 77.937638 0.0 325.094043 0.041012 Short Closed
16 16 (entries/exits, HOLX) 115.462429 2024-11-14 76.757400 0.0 2025-02-05 73.180800 0.0 -412.962830 -0.046596 Long Closed
17 17 (entries/exits, HOLX) 94.108540 2025-02-05 72.800003 0.0 2025-02-06 65.449997 0.0 691.698347 0.100962 Short Closed
18 18 (entries/exits, HOLX) 136.841855 2025-02-06 64.822831 0.0 2025-04-03 61.920748 0.0 -397.126530 -0.044769 Long Closed
19 19 (entries/exits, HOLX) 129.554636 2025-04-03 61.449916 0.0 2025-04-10 57.236107 0.0 545.918580 0.068573 Short Closed
20 20 (entries/exits, HOLX) 139.247734 2025-04-10 57.130254 0.0 2025-04-17 57.587624 0.0 63.687763 0.008006 Long Open
21 21 (entries/exits stock two, IPG) 168.694869 2023-06-02 34.738095 0.0 2023-06-20 35.695785 0.0 -161.557444 -0.027569 Short Closed
22 22 (entries/exits stock two, IPG) 166.905448 2023-06-20 35.639573 0.0 2023-07-17 36.390805 0.0 125.384809 0.021079 Long Closed
23 23 (entries/exits stock two, IPG) 179.667487 2023-07-17 36.171428 0.0 2023-07-21 29.953932 0.0 1117.081919 0.171890 Short Closed
24 24 (entries/exits stock two, IPG) 242.880990 2023-07-21 29.751480 0.0 2023-09-07 29.304652 0.0 -108.526058 -0.015019 Long Closed
25 25 (entries/exits stock two, IPG) 353.785363 2023-09-07 28.299100 0.0 2023-11-10 26.510748 0.0 632.692683 0.063195 Short Closed
26 26 (entries/exits stock two, IPG) 274.203161 2023-11-10 26.493624 0.0 2023-12-04 28.990153 0.0 684.556131 0.094231 Long Closed
27 27 (entries/exits stock two, IPG) 286.938084 2023-12-04 29.087593 0.0 2024-01-02 30.428468 0.0 -384.748012 -0.046098 Short Closed
28 28 (entries/exits stock two, IPG) 251.216561 2024-01-02 30.510116 0.0 2024-02-02 30.497673 0.0 -3.126073 -0.000408 Long Closed
29 29 (entries/exits stock two, IPG) 257.524064 2024-02-02 30.474022 0.0 2024-02-09 28.400732 0.0 533.922012 0.068035 Short Closed
30 30 (entries/exits stock two, IPG) 319.912810 2024-02-09 28.534292 0.0 2024-05-10 29.167160 0.0 202.462628 0.022179 Long Closed
31 31 (entries/exits stock two, IPG) 326.295571 2024-05-10 28.949121 0.0 2024-06-27 27.668099 0.0 417.991912 0.044251 Short Closed
32 32 (entries/exits stock two, IPG) 315.448733 2024-06-27 27.495284 0.0 2024-08-23 30.094044 0.0 819.775510 0.094517 Long Closed
33 33 (entries/exits stock two, IPG) 286.485288 2024-08-23 30.326098 0.0 2024-09-09 29.596430 0.0 209.039334 0.024061 Short Closed
34 34 (entries/exits stock two, IPG) 296.264709 2024-09-09 29.564906 0.0 2024-09-26 29.971232 0.0 120.380145 0.013744 Long Closed
35 35 (entries/exits stock two, IPG) 304.036903 2024-09-26 29.967441 0.0 2024-10-22 28.466769 0.0 456.259705 0.050077 Short Closed
36 36 (entries/exits stock two, IPG) 330.453270 2024-10-22 28.349945 0.0 2024-11-14 27.830516 0.0 -171.647058 -0.018322 Long Closed
37 37 (entries/exits stock two, IPG) 476.510759 2024-11-14 27.535619 0.0 2025-02-05 27.204680 0.0 157.695982 0.012019 Short Closed
38 38 (entries/exits stock two, IPG) 325.413137 2025-02-05 26.927099 0.0 2025-02-06 26.676882 0.0 -81.424041 -0.009292 Long Closed
39 39 (entries/exits stock two, IPG) 468.966120 2025-02-06 26.438859 0.0 2025-04-03 24.516159 0.0 901.680854 0.072722 Short Closed
40 40 (entries/exits stock two, IPG) 413.861604 2025-04-03 23.876165 0.0 2025-04-10 23.455335 0.0 -174.165569 -0.017626 Long Closed
41 41 (entries/exits stock two, IPG) 453.726119 2025-04-10 23.344799 0.0 2025-04-17 23.369620 0.0 -11.262087 -0.001063 Short Open
group
Start 2023-10-11 00:00:00
End 2025-09-11 00:00:00
Period 481 days 00:00:00
Start Value 10000.0
End Value 15873.260014
Total Return [%] 58.7326
Max Gross Exposure [%] 3564.160518
Total Fees Paid 0.0
Max Drawdown [%] 9.383686
Max Drawdown Duration 92 days 00:00:00
Profit Factor 2.857267
Expectancy 11.91613
Sharpe Ratio 2.033436
Calmar Ratio 4.475306
Omega Ratio 1.361583
Sortino Ratio 3.520287
Skew 1.111471
Kurtosis 5.58584
Tail Ratio 1.215996
Common Sense Ratio 1.726651
Value at Risk -0.012477
Alpha 0.385916
Beta 0.114934
Position Id Column Size Entry Timestamp Avg Entry Price Entry Fees Exit Timestamp Avg Exit Price Exit Fees PnL Return Direction Status
0 0 (entries/exits, HOLX) 75.642672 2023-10-16 69.022886 0.0 2023-11-10 71.764403 0.0 207.375630 0.039719 Long Closed
1 1 (entries/exits, HOLX) 74.452751 2023-11-10 72.031199 0.0 2023-12-04 70.630921 0.0 104.254569 0.019440 Short Closed
2 2 (entries/exits, HOLX) 76.398090 2023-12-04 70.549093 0.0 2024-01-02 72.323536 0.0 135.564036 0.025152 Long Closed
3 3 (entries/exits, HOLX) 75.312384 2024-01-02 72.462499 0.0 2024-02-02 72.501583 0.0 -2.943495 -0.000539 Short Closed
4 4 (entries/exits, HOLX) 71.839144 2024-02-02 72.467350 0.0 2024-02-09 73.451795 0.0 70.721691 0.013585 Long Closed
5 5 (entries/exits, HOLX) 94.203647 2024-02-09 73.887519 0.0 2024-05-10 75.486711 0.0 -150.649731 -0.021644 Short Closed
6 6 (entries/exits, HOLX) 79.697763 2024-05-10 74.899080 0.0 2024-06-27 74.200978 0.0 -55.637221 -0.009321 Long Closed
7 7 (entries/exits, HOLX) 88.207955 2024-06-27 75.114457 0.0 2024-08-23 80.107216 0.0 -440.401022 -0.066469 Short Closed
8 8 (entries/exits, HOLX) 69.829779 2024-08-23 80.266519 0.0 2024-09-09 82.664798 0.0 167.471302 0.029879 Long Closed
9 9 (entries/exits, HOLX) 75.021262 2024-09-09 82.526858 0.0 2024-09-26 80.176655 0.0 176.315190 0.028478 Short Closed
10 10 (entries/exits, HOLX) 75.356777 2024-09-26 80.112692 0.0 2024-10-22 81.555632 0.0 108.735254 0.018011 Long Closed
11 11 (entries/exits, HOLX) 85.036566 2024-10-22 81.265251 0.0 2024-11-14 77.942437 0.0 282.560656 0.040888 Short Closed
12 12 (entries/exits, HOLX) 99.471321 2024-11-14 76.790074 0.0 2025-02-05 73.166053 0.0 -360.486244 -0.047194 Long Closed
13 13 (entries/exits, HOLX) 81.836467 2025-02-05 72.800003 0.0 2025-02-06 65.449997 0.0 601.498533 0.100962 Short Closed
14 14 (entries/exits, HOLX) 118.087713 2025-02-06 64.849156 0.0 2025-04-03 61.911109 0.0 -346.947221 -0.045306 Long Closed
15 15 (entries/exits, HOLX) 112.473073 2025-04-03 61.450108 0.0 2025-04-10 57.232527 0.0 474.364260 0.068634 Short Closed
16 16 (entries/exits, HOLX) 141.218743 2025-04-10 56.891086 0.0 2025-05-27 61.402791 0.0 637.137284 0.079304 Long Closed
17 17 (entries/exits, HOLX) 119.528554 2025-05-27 62.334568 0.0 2025-07-02 65.101134 0.0 -330.683650 -0.044383 Short Closed
18 18 (entries/exits, HOLX) 106.198157 2025-07-02 65.287612 0.0 2025-07-10 66.833431 0.0 164.163154 0.023677 Long Closed
19 19 (entries/exits, HOLX) 108.416454 2025-07-10 66.775153 0.0 2025-07-15 63.259998 0.0 381.100563 0.052642 Short Closed
20 20 (entries/exits, HOLX) 118.046948 2025-07-15 63.360301 0.0 2025-07-31 66.657829 0.0 389.263100 0.052044 Long Closed
21 21 (entries/exits, HOLX) 117.478685 2025-07-31 66.875729 0.0 2025-08-25 67.199985 0.0 -38.093131 -0.004849 Short Closed
22 22 (entries/exits, HOLX) 117.638804 2025-08-25 67.077488 0.0 2025-09-11 66.389812 0.0 -80.897440 -0.010252 Long Open
23 23 (entries/exits stock two, IPG) 237.659428 2023-10-16 26.979661 0.0 2023-11-10 26.442789 0.0 127.592695 0.019899 Short Closed
24 24 (entries/exits stock two, IPG) 215.128818 2023-11-10 26.495123 0.0 2023-12-04 28.985439 0.0 535.738635 0.093991 Long Closed
25 25 (entries/exits stock two, IPG) 223.747711 2023-12-04 29.087409 0.0 2024-01-02 30.430531 0.0 -300.520407 -0.046175 Short Closed
26 26 (entries/exits stock two, IPG) 197.272639 2024-01-02 30.508156 0.0 2024-02-02 30.496072 0.0 -2.383749 -0.000396 Long Closed
27 27 (entries/exits stock two, IPG) 201.526010 2024-02-02 30.475184 0.0 2024-02-09 28.400732 0.0 418.055955 0.068070 Short Closed
28 28 (entries/exits stock two, IPG) 252.524257 2024-02-09 28.541248 0.0 2024-05-10 29.173671 0.0 159.702191 0.022158 Long Closed
29 29 (entries/exits stock two, IPG) 253.489279 2024-05-10 28.950997 0.0 2024-06-27 27.664600 0.0 326.087816 0.044434 Short Closed
30 30 (entries/exits stock two, IPG) 247.122173 2024-06-27 27.498041 0.0 2024-08-23 30.079373 0.0 637.904311 0.093873 Long Closed
31 31 (entries/exits stock two, IPG) 221.986902 2024-08-23 30.326452 0.0 2024-09-09 29.596064 0.0 162.136580 0.024084 Short Closed
32 32 (entries/exits stock two, IPG) 230.457654 2024-09-09 29.564524 0.0 2024-09-26 29.970655 0.0 93.596127 0.013737 Long Closed
33 33 (entries/exits stock two, IPG) 235.688146 2024-09-26 29.968153 0.0 2024-10-22 28.465353 0.0 354.192207 0.050147 Short Closed
34 34 (entries/exits stock two, IPG) 257.051291 2024-10-22 28.349792 0.0 2024-11-14 27.832393 0.0 -132.998072 -0.018251 Long Closed
35 35 (entries/exits stock two, IPG) 367.359782 2024-11-14 27.537773 0.0 2025-02-05 27.201268 0.0 123.618444 0.012220 Short Closed
36 36 (entries/exits stock two, IPG) 252.084646 2025-02-05 26.927099 0.0 2025-02-06 26.676882 0.0 -63.075974 -0.009292 Long Closed
37 37 (entries/exits stock two, IPG) 361.770224 2025-02-06 26.442895 0.0 2025-04-03 24.506895 0.0 700.386869 0.073214 Short Closed
38 38 (entries/exits stock two, IPG) 321.292332 2025-04-03 23.871936 0.0 2025-04-10 23.457811 0.0 -133.055319 -0.017348 Long Closed
39 39 (entries/exits stock two, IPG) 411.574702 2025-04-10 23.430941 0.0 2025-05-27 23.952837 0.0 -214.799155 -0.022274 Short Closed
40 40 (entries/exits stock two, IPG) 352.652796 2025-05-27 23.774719 0.0 2025-07-02 25.031131 0.0 443.077081 0.052847 Long Closed
41 41 (entries/exits stock two, IPG) 326.524567 2025-07-02 25.191970 0.0 2025-07-10 24.695428 0.0 162.133153 0.019710 Short Closed
42 42 (entries/exits stock two, IPG) 326.789821 2025-07-10 24.687380 0.0 2025-07-15 23.892582 0.0 -259.731921 -0.032195 Long Closed
43 43 (entries/exits stock two, IPG) 386.987671 2025-07-15 23.986860 0.0 2025-07-31 24.477012 0.0 -189.682835 -0.020434 Short Closed
44 44 (entries/exits stock two, IPG) 343.879207 2025-07-31 24.337908 0.0 2025-08-25 26.704396 0.0 813.786084 0.097235 Long Closed
45 45 (entries/exits stock two, IPG) 348.848631 2025-08-25 26.754846 0.0 2025-09-11 26.704070 0.0 17.713229 0.001898 Short Open
group
Start 2022-12-22 00:00:00
End 2024-11-20 00:00:00
Period 481 days 00:00:00
Start Value 10000.0
End Value 16494.796117
Total Return [%] 64.947961
Max Gross Exposure [%] 173.145803
Total Fees Paid 0.0
Max Drawdown [%] 20.429514
Max Drawdown Duration 152 days 00:00:00
Profit Factor 2.220118
Expectancy 12.732669
Sharpe Ratio 1.979113
Calmar Ratio 2.261158
Omega Ratio 1.319152
Sortino Ratio 3.14509
Skew 0.209515
Kurtosis 1.366417
Tail Ratio 1.284299
Common Sense Ratio 1.877573
Value at Risk -0.01578
Alpha 0.446689
Beta 0.087478
Position Id Column Size Entry Timestamp Avg Entry Price Entry Fees Exit Timestamp Avg Exit Price Exit Fees PnL Return Direction Status
0 0 (entries/exits, LNT) 179.370504 2022-12-23 50.272068 0.0 2023-01-05 49.296423 0.0 175.001822 0.019407 Short Closed
1 1 (entries/exits, LNT) 199.013033 2023-01-05 49.098472 0.0 2023-03-13 47.396294 0.0 -338.755596 -0.034669 Long Closed
2 2 (entries/exits, LNT) 229.801927 2023-03-13 47.403746 0.0 2023-05-03 49.965667 0.0 -588.734367 -0.054045 Short Closed
3 3 (entries/exits, LNT) 163.152515 2023-05-03 50.317184 0.0 2023-05-04 50.659225 0.0 55.804852 0.006798 Long Closed
4 4 (entries/exits, LNT) 203.156008 2023-05-04 50.366138 0.0 2023-06-01 47.262103 0.0 630.603532 0.061629 Short Closed
5 5 (entries/exits, LNT) 198.938795 2023-06-01 47.113342 0.0 2023-07-14 50.010810 0.0 576.418664 0.061500 Long Closed
6 6 (entries/exits, LNT) 220.492069 2023-07-14 49.973052 0.0 2023-08-04 48.072851 0.0 418.979249 0.038025 Short Closed
7 7 (entries/exits, LNT) 215.305968 2023-08-04 47.781199 0.0 2023-09-07 47.016058 0.0 -164.739563 -0.016013 Long Closed
8 8 (entries/exits, LNT) 242.547988 2023-09-07 46.943729 0.0 2023-09-28 45.031074 0.0 463.910589 0.040744 Short Closed
9 9 (entries/exits, LNT) 240.838110 2023-09-28 44.805085 0.0 2023-10-24 46.083339 0.0 307.852078 0.028529 Long Closed
10 10 (entries/exits, LNT) 249.730761 2023-10-24 46.105699 0.0 2023-11-09 45.807882 0.0 74.374093 0.006459 Short Closed
11 11 (entries/exits, LNT) 244.403358 2023-11-09 45.749878 0.0 2023-12-07 48.659479 0.0 711.116302 0.063598 Long Closed
12 12 (entries/exits, LNT) 231.202626 2023-12-07 48.757095 0.0 2023-12-08 48.343102 0.0 95.716462 0.008491 Short Closed
13 13 (entries/exits, LNT) 242.151212 2023-12-08 48.345642 0.0 2023-12-13 50.224884 0.0 455.060821 0.038871 Long Closed
14 14 (entries/exits, LNT) 252.321614 2023-12-13 50.169627 0.0 2023-12-15 47.628021 0.0 641.302113 0.050660 Short Closed
15 15 (entries/exits, LNT) 270.867352 2023-12-15 47.629519 0.0 2024-01-02 48.809286 0.0 319.560345 0.024770 Long Closed
16 16 (entries/exits, LNT) 305.242233 2024-01-02 48.593230 0.0 2024-01-22 45.663496 0.0 894.278621 0.060291 Short Closed
17 17 (entries/exits, LNT) 315.267286 2024-01-22 45.591989 0.0 2024-02-15 45.992697 0.0 126.329994 0.008789 Long Closed
18 18 (entries/exits, LNT) 347.114057 2024-02-15 45.948921 0.0 2024-03-20 46.349344 0.0 -138.992732 -0.008715 Short Closed
19 19 (entries/exits, LNT) 307.156352 2024-03-20 46.368262 0.0 2024-03-28 47.879310 0.0 464.127904 0.032588 Long Closed
20 20 (entries/exits, LNT) 311.159555 2024-03-28 47.870547 0.0 2024-04-03 46.990932 0.0 273.700499 0.018375 Short Closed
21 21 (entries/exits, LNT) 326.473813 2024-04-03 46.972903 0.0 2024-04-08 46.985664 0.0 4.166296 0.000272 Long Closed
22 22 (entries/exits, LNT) 508.867191 2024-04-08 48.021143 0.0 2024-10-07 53.969602 0.0 -3026.975792 -0.123872 Short Closed
23 23 (entries/exits, LNT) 226.538530 2024-10-07 57.423482 0.0 2024-10-15 59.103710 0.0 380.636373 0.029260 Long Closed
24 24 (entries/exits, LNT) 251.043502 2024-10-15 59.054783 0.0 2024-10-30 57.545232 0.0 378.963059 0.025562 Short Closed
25 25 (entries/exits, LNT) 241.139593 2024-10-30 57.368458 0.0 2024-11-18 60.252761 0.0 695.519665 0.050277 Long Closed
26 26 (entries/exits, LNT) 237.035396 2024-11-18 60.305152 0.0 2024-11-20 60.713619 0.0 -96.821001 -0.006773 Short Open
27 27 (entries/exits stock two, PSKY) 93.328552 2022-12-23 15.847934 0.0 2023-01-05 17.650731 0.0 168.252388 0.113756 Long Closed
28 28 (entries/exits stock two, PSKY) 117.935206 2023-01-05 18.676771 0.0 2023-03-13 19.545904 0.0 -102.501370 -0.046536 Short Closed
29 29 (entries/exits stock two, PSKY) 93.790958 2023-03-13 18.923005 0.0 2023-05-03 21.660827 0.0 256.782967 0.144682 Long Closed
30 30 (entries/exits stock two, PSKY) 61.676517 2023-05-03 22.061405 0.0 2023-05-04 15.806339 0.0 385.790680 0.283530 Short Closed
31 31 (entries/exits stock two, PSKY) 120.355800 2023-05-04 15.484320 0.0 2023-06-01 14.879145 0.0 -72.836252 -0.039083 Long Closed
32 32 (entries/exits stock two, PSKY) 122.810286 2023-06-01 14.931403 0.0 2023-07-14 15.489076 0.0 -68.487896 -0.037349 Short Closed
33 33 (entries/exits stock two, PSKY) 123.545236 2023-07-14 15.309420 0.0 2023-08-04 15.130228 0.0 -22.138236 -0.011705 Long Closed
34 34 (entries/exits stock two, PSKY) 148.564338 2023-08-04 14.795819 0.0 2023-09-07 12.926356 0.0 277.735437 0.126351 Short Closed
35 35 (entries/exits stock two, PSKY) 150.833243 2023-09-07 12.577278 0.0 2023-09-28 12.512367 0.0 -9.790608 -0.005161 Long Closed
36 36 (entries/exits stock two, PSKY) 178.702843 2023-09-28 12.217137 0.0 2023-10-24 10.926399 0.0 230.658514 0.105650 Short Closed
37 37 (entries/exits stock two, PSKY) 196.588284 2023-10-24 10.928528 0.0 2023-11-09 11.880886 0.0 187.222404 0.087144 Long Closed
38 38 (entries/exits stock two, PSKY) 175.035762 2023-11-09 11.997198 0.0 2023-12-07 14.347207 0.0 -411.335584 -0.195880 Short Closed
39 39 (entries/exits stock two, PSKY) 128.112451 2023-12-07 14.584185 0.0 2023-12-08 16.350199 0.0 226.248394 0.121091 Long Closed
40 40 (entries/exits stock two, PSKY) 130.974386 2023-12-08 16.225453 0.0 2023-12-13 15.263420 0.0 126.001712 0.059292 Short Closed
41 41 (entries/exits stock two, PSKY) 130.823118 2023-12-13 15.263420 0.0 2023-12-15 15.852709 0.0 77.092584 0.038608 Long Closed
42 42 (entries/exits stock two, PSKY) 152.536825 2023-12-15 15.701522 0.0 2024-01-02 14.041731 0.0 253.179231 0.105709 Short Closed
43 43 (entries/exits stock two, PSKY) 183.451703 2024-01-02 13.890573 0.0 2024-01-22 13.404570 0.0 -89.158105 -0.034988 Long Closed
44 44 (entries/exits stock two, PSKY) 211.069787 2024-01-22 13.297335 0.0 2024-02-15 12.458061 0.0 177.145427 0.063116 Short Closed
45 45 (entries/exits stock two, PSKY) 245.224260 2024-02-15 11.955436 0.0 2024-03-20 12.022602 0.0 16.470790 0.005618 Long Closed
46 46 (entries/exits stock two, PSKY) 213.923499 2024-03-20 12.124800 0.0 2024-03-28 11.499699 0.0 133.723801 0.051556 Short Closed
47 47 (entries/exits stock two, PSKY) 211.933665 2024-03-28 11.506293 0.0 2024-04-03 13.207525 0.0 360.548338 0.147852 Long Closed
48 48 (entries/exits stock two, PSKY) 214.630687 2024-04-03 13.069677 0.0 2024-04-08 10.812449 0.0 484.470213 0.172707 Short Closed
49 49 (entries/exits stock two, PSKY) 533.942831 2024-04-08 10.835344 0.0 2024-10-07 10.995954 0.0 85.756072 0.014823 Long Closed
50 50 (entries/exits stock two, PSKY) 214.549885 2024-10-07 10.379218 0.0 2024-10-15 10.365008 0.0 3.048888 0.001369 Short Closed
51 51 (entries/exits stock two, PSKY) 230.920499 2024-10-15 10.351532 0.0 2024-10-30 10.508857 0.0 36.329659 0.015198 Long Closed
52 52 (entries/exits stock two, PSKY) 253.977383 2024-10-30 10.575297 0.0 2024-11-18 10.567774 0.0 1.910686 0.000711 Short Closed
53 53 (entries/exits stock two, PSKY) 229.142630 2024-11-18 10.468696 0.0 2024-11-20 10.443697 0.0 -5.728296 -0.002388 Long Open
group
Start 2023-05-18 00:00:00
End 2025-04-17 00:00:00
Period 481 days 00:00:00
Start Value 10000.0
End Value 15070.009523
Total Return [%] 50.700095
Max Gross Exposure [%] 161.882005
Total Fees Paid 0.0
Max Drawdown [%] 22.263204
Max Drawdown Duration 252 days 00:00:00
Profit Factor 2.158717
Expectancy 10.447123
Sharpe Ratio 1.632
Calmar Ratio 1.639847
Omega Ratio 1.261874
Sortino Ratio 2.582179
Skew 0.283868
Kurtosis 1.35975
Tail Ratio 1.140641
Common Sense Ratio 1.55707
Value at Risk -0.016918
Alpha 0.365294
Beta 0.093049
Position Id Column Size Entry Timestamp Avg Entry Price Entry Fees Exit Timestamp Avg Exit Price Exit Fees PnL Return Direction Status
0 0 (entries/exits, LNT) 199.216675 2023-06-01 47.091758 0.0 2023-07-14 50.035168 0.0 586.376368 0.062504 Long Closed
1 1 (entries/exits, LNT) 226.706409 2023-07-14 49.966060 0.0 2023-08-04 48.073089 0.0 429.148689 0.037885 Short Closed
2 2 (entries/exits, LNT) 216.569711 2023-08-04 47.798415 0.0 2023-09-07 47.013425 0.0 -170.005148 -0.016423 Long Closed
3 3 (entries/exits, LNT) 246.482842 2023-09-07 46.941428 0.0 2023-09-28 45.027996 0.0 471.628254 0.040762 Short Closed
4 4 (entries/exits, LNT) 240.353608 2023-09-28 44.803177 0.0 2023-10-24 46.084974 0.0 308.084664 0.028610 Long Closed
5 5 (entries/exits, LNT) 254.828716 2023-10-24 46.114499 0.0 2023-11-09 45.839407 0.0 70.101559 0.005965 Short Closed
6 6 (entries/exits, LNT) 243.805593 2023-11-09 45.744325 0.0 2023-12-07 48.701993 0.0 721.095930 0.064656 Long Closed
7 7 (entries/exits, LNT) 236.355602 2023-12-07 48.757095 0.0 2023-12-08 48.343102 0.0 97.849762 0.008491 Short Closed
8 8 (entries/exits, LNT) 244.377431 2023-12-08 48.344535 0.0 2023-12-13 50.224884 0.0 459.514753 0.038895 Long Closed
9 9 (entries/exits, LNT) 255.033688 2023-12-13 50.172455 0.0 2023-12-15 47.628021 0.0 648.916234 0.050714 Short Closed
10 10 (entries/exits, LNT) 272.492207 2023-12-15 47.628861 0.0 2024-01-02 48.811156 0.0 322.166119 0.024823 Long Closed
11 11 (entries/exits, LNT) 310.862503 2024-01-02 48.584025 0.0 2024-01-22 45.670134 0.0 905.819353 0.059976 Short Closed
12 12 (entries/exits, LNT) 314.837629 2024-01-22 45.593599 0.0 2024-02-15 45.990686 0.0 125.017657 0.008709 Long Closed
13 13 (entries/exits, LNT) 353.821843 2024-02-15 45.945171 0.0 2024-03-20 46.354077 0.0 -144.679822 -0.008900 Short Closed
14 14 (entries/exits, LNT) 307.704080 2024-03-20 46.368183 0.0 2024-03-28 47.883286 0.0 466.203204 0.032675 Long Closed
15 15 (entries/exits, LNT) 313.875668 2024-03-28 47.869887 0.0 2024-04-03 46.991138 0.0 275.817661 0.018357 Short Closed
16 16 (entries/exits, LNT) 323.738491 2024-04-03 46.978461 0.0 2024-04-08 46.985664 0.0 2.332021 0.000153 Long Closed
17 17 (entries/exits, LNT) 510.285069 2024-04-08 48.049255 0.0 2024-10-07 53.864420 0.0 -2967.391438 -0.121025 Short Closed
18 18 (entries/exits, LNT) 219.975465 2024-10-07 57.424132 0.0 2024-10-15 59.105958 0.0 369.960491 0.029288 Long Closed
19 19 (entries/exits, LNT) 246.014152 2024-10-15 59.054667 0.0 2024-10-30 57.554835 0.0 368.979762 0.025397 Short Closed
20 20 (entries/exits, LNT) 233.707202 2024-10-30 57.367794 0.0 2024-11-18 60.274982 0.0 679.430710 0.050676 Long Closed
21 21 (entries/exits, LNT) 256.033655 2024-11-18 60.301637 0.0 2024-12-12 59.131581 0.0 299.573628 0.019403 Short Closed
22 22 (entries/exits, LNT) 247.020021 2024-12-12 58.966183 0.0 2025-01-16 58.592462 0.0 -92.316533 -0.006338 Long Closed
23 23 (entries/exits, LNT) 322.008211 2025-01-16 58.969326 0.0 2025-04-04 60.676782 0.0 -549.815007 -0.028955 Short Closed
24 24 (entries/exits, LNT) 234.317326 2025-04-04 60.362207 0.0 2025-04-17 59.829530 0.0 -124.815434 -0.008825 Long Open
25 25 (entries/exits stock two, PSKY) 64.682338 2023-06-01 14.929746 0.0 2023-07-14 15.482690 0.0 -35.765725 -0.037036 Short Closed
26 26 (entries/exits stock two, PSKY) 66.545940 2023-07-14 15.302243 0.0 2023-08-04 15.131505 0.0 -11.361912 -0.011158 Long Closed
27 27 (entries/exits stock two, PSKY) 77.994177 2023-08-04 14.809909 0.0 2023-09-07 12.915133 0.0 147.781519 0.127940 Short Closed
28 28 (entries/exits stock two, PSKY) 80.302961 2023-09-07 12.576585 0.0 2023-09-28 12.516790 0.0 -4.801697 -0.004754 Long Closed
29 29 (entries/exits stock two, PSKY) 93.441896 2023-09-28 12.228115 0.0 2023-10-24 10.923714 0.0 121.885644 0.106672 Short Closed
30 30 (entries/exits stock two, PSKY) 104.367617 2023-10-24 10.933363 0.0 2023-11-09 11.886660 0.0 99.493361 0.087192 Long Closed
31 31 (entries/exits stock two, PSKY) 91.324274 2023-11-09 11.996737 0.0 2023-12-07 14.360126 0.0 -215.834777 -0.197003 Short Closed
32 32 (entries/exits stock two, PSKY) 68.143277 2023-12-07 14.584185 0.0 2023-12-08 16.350199 0.0 120.341988 0.121091 Long Closed
33 33 (entries/exits stock two, PSKY) 68.773219 2023-12-08 16.232037 0.0 2023-12-13 15.263420 0.0 66.614903 0.059673 Short Closed
34 34 (entries/exits stock two, PSKY) 68.982392 2023-12-13 15.263420 0.0 2023-12-15 15.853804 0.0 40.726085 0.038680 Long Closed
35 35 (entries/exits stock two, PSKY) 79.871748 2023-12-15 15.708032 0.0 2024-01-02 14.038768 0.0 133.326976 0.106268 Short Closed
36 36 (entries/exits stock two, PSKY) 97.338488 2024-01-02 13.882411 0.0 2024-01-22 13.405727 0.0 -46.399668 -0.034337 Long Closed
37 37 (entries/exits stock two, PSKY) 110.197507 2024-01-22 13.302716 0.0 2024-02-15 12.448842 0.0 94.094828 0.064188 Short Closed
38 38 (entries/exits stock two, PSKY) 131.204510 2024-02-15 11.937002 0.0 2024-03-20 12.009151 0.0 9.466219 0.006044 Long Closed
39 39 (entries/exits stock two, PSKY) 111.505883 2024-03-20 12.131444 0.0 2024-03-28 11.500266 0.0 70.380002 0.052028 Short Closed
40 40 (entries/exits stock two, PSKY) 111.232832 2024-03-28 11.506274 0.0 2024-04-03 13.206804 0.0 189.154675 0.147791 Long Closed
41 41 (entries/exits stock two, PSKY) 110.737914 2024-04-03 13.078686 0.0 2024-04-08 10.812449 0.0 250.958337 0.173277 Short Closed
42 42 (entries/exits stock two, PSKY) 283.984140 2024-04-08 10.834347 0.0 2024-10-07 11.013518 0.0 50.881632 0.016537 Long Closed
43 43 (entries/exits stock two, PSKY) 108.592505 2024-10-07 10.379285 0.0 2024-10-15 10.364995 0.0 1.551856 0.001377 Short Closed
44 44 (entries/exits stock two, PSKY) 117.767283 2024-10-15 10.350654 0.0 2024-10-30 10.507918 0.0 18.520611 0.015194 Long Closed
45 45 (entries/exits stock two, PSKY) 128.437344 2024-10-30 10.574205 0.0 2024-11-18 10.563319 0.0 1.398122 0.001029 Short Closed
46 46 (entries/exits stock two, PSKY) 128.001723 2024-11-18 10.483981 0.0 2024-12-12 11.397566 0.0 116.940440 0.087141 Long Closed
47 47 (entries/exits stock two, PSKY) 131.516780 2024-12-12 11.315965 0.0 2025-01-16 10.135092 0.0 155.304717 0.104355 Short Closed
48 48 (entries/exits stock two, PSKY) 155.219108 2025-01-16 10.308017 0.0 2025-04-04 11.106528 0.0 123.944144 0.077465 Long Closed
49 49 (entries/exits stock two, PSKY) 117.159907 2025-04-04 11.001881 0.0 2025-04-17 10.895925 0.0 12.413803 0.009631 Short Open
group
Start 2023-10-11 00:00:00
End 2025-09-11 00:00:00
Period 481 days 00:00:00
Start Value 10000.0
End Value 15360.81101
Total Return [%] 53.60811
Max Gross Exposure [%] 181.310463
Total Fees Paid 0.0
Max Drawdown [%] 19.489862
Max Drawdown Duration 270 days 00:00:00
Profit Factor 2.17585
Expectancy 11.304394
Sharpe Ratio 1.733894
Calmar Ratio 1.975516
Omega Ratio 1.278797
Sortino Ratio 2.894967
Skew 0.685752
Kurtosis 2.075933
Tail Ratio 1.299675
Common Sense Ratio 1.800083
Value at Risk -0.015173
Alpha 0.358194
Beta 0.111772
Position Id Column Size Entry Timestamp Avg Entry Price Entry Fees Exit Timestamp Avg Exit Price Exit Fees PnL Return Direction Status
0 0 (entries/exits, LNT) 190.039864 2023-10-24 46.100987 0.0 2023-11-09 45.791326 0.0 58.847987 0.006717 Short Closed
1 1 (entries/exits, LNT) 188.165682 2023-11-09 45.752612 0.0 2023-12-07 48.637963 0.0 542.924082 0.063064 Long Closed
2 2 (entries/exits, LNT) 175.776513 2023-12-07 48.757095 0.0 2023-12-08 48.343102 0.0 72.770393 0.008491 Short Closed
3 3 (entries/exits, LNT) 185.320719 2023-12-08 48.346201 0.0 2023-12-13 50.224884 0.0 348.158827 0.038859 Long Closed
4 4 (entries/exits, LNT) 192.949489 2023-12-13 50.168178 0.0 2023-12-15 47.628021 0.0 490.122034 0.050633 Short Closed
5 5 (entries/exits, LNT) 207.629629 2023-12-15 47.629855 0.0 2024-01-02 48.808330 0.0 244.686386 0.024742 Long Closed
6 6 (entries/exits, LNT) 232.665116 2024-01-02 48.598400 0.0 2024-01-22 45.662467 0.0 683.089210 0.060412 Short Closed
7 7 (entries/exits, LNT) 242.544461 2024-01-22 45.591176 0.0 2024-02-15 45.993694 0.0 97.628462 0.008829 Long Closed
8 8 (entries/exits, LNT) 264.829869 2024-02-15 45.952800 0.0 2024-03-20 46.348004 0.0 -104.661930 -0.008600 Short Closed
9 9 (entries/exits, LNT) 235.929887 2024-03-20 46.368296 0.0 2024-03-28 47.877268 0.0 356.011576 0.032543 Long Closed
10 10 (entries/exits, LNT) 238.155334 2024-03-28 47.870887 0.0 2024-04-03 46.990826 0.0 209.591199 0.018384 Short Closed
11 11 (entries/exits, LNT) 252.073373 2024-04-03 46.970090 0.0 2024-04-08 46.985664 0.0 3.925893 0.000332 Long Closed
12 12 (entries/exits, LNT) 392.436303 2024-04-08 48.009975 0.0 2024-10-07 53.999592 0.0 -2350.543265 -0.124758 Short Closed
13 13 (entries/exits, LNT) 176.760718 2024-10-07 57.423149 0.0 2024-10-15 59.102556 0.0 296.853086 0.029246 Long Closed
14 14 (entries/exits, LNT) 194.957151 2024-10-15 59.054842 0.0 2024-10-30 57.540255 0.0 295.279572 0.025647 Short Closed
15 15 (entries/exits, LNT) 188.330516 2024-10-30 57.368783 0.0 2024-11-18 60.241450 0.0 541.010815 0.050074 Long Closed
16 16 (entries/exits, LNT) 202.912609 2024-11-18 60.296281 0.0 2024-12-12 59.113908 0.0 239.918386 0.019609 Short Closed
17 17 (entries/exits, LNT) 201.995691 2024-12-12 58.931007 0.0 2025-01-16 58.576554 0.0 -71.598143 -0.006015 Long Closed
18 18 (entries/exits, LNT) 260.130116 2025-01-16 58.960349 0.0 2025-04-04 60.671970 0.0 -445.244260 -0.029030 Short Closed
19 19 (entries/exits, LNT) 198.183983 2025-04-04 60.327071 0.0 2025-05-07 61.258143 0.0 184.523475 0.015434 Long Closed
20 20 (entries/exits, LNT) 192.368446 2025-05-07 61.303032 0.0 2025-05-12 59.089904 0.0 425.735981 0.036101 Short Closed
21 21 (entries/exits, LNT) 202.976190 2025-05-12 59.058171 0.0 2025-05-16 61.982422 0.0 593.553343 0.049515 Long Closed
22 22 (entries/exits, LNT) 237.167364 2025-05-16 61.791142 0.0 2025-06-17 59.789216 0.0 474.791536 0.032398 Short Closed
23 23 (entries/exits, LNT) 219.473324 2025-06-17 59.627333 0.0 2025-07-07 61.435270 0.0 396.794022 0.030321 Long Closed
24 24 (entries/exits, LNT) 266.966806 2025-07-07 61.985817 0.0 2025-08-26 65.376843 0.0 -905.291265 -0.054706 Short Closed
25 25 (entries/exits, LNT) 204.054886 2025-08-26 65.699496 0.0 2025-09-11 64.658624 0.0 -212.394904 -0.015843 Long Open
26 26 (entries/exits stock two, PSKY) 190.779821 2023-10-24 10.925907 0.0 2023-11-09 11.877816 0.0 181.605125 0.087124 Long Closed
27 27 (entries/exits stock two, PSKY) 171.448355 2023-11-09 11.997958 0.0 2023-12-07 14.340366 0.0 -401.601940 -0.195234 Short Closed
28 28 (entries/exits stock two, PSKY) 124.204615 2023-12-07 14.584185 0.0 2023-12-08 16.350199 0.0 219.347101 0.121091 Long Closed
29 29 (entries/exits stock two, PSKY) 127.820941 2023-12-08 16.222088 0.0 2023-12-13 15.263420 0.0 122.537774 0.059096 Short Closed
30 30 (entries/exits stock two, PSKY) 127.397374 2023-12-13 15.263420 0.0 2023-12-15 15.852145 0.0 75.002061 0.038571 Long Closed
31 31 (entries/exits stock two, PSKY) 149.074241 2023-12-15 15.698202 0.0 2024-01-02 14.043245 0.0 246.711578 0.105423 Short Closed
32 32 (entries/exits stock two, PSKY) 178.066347 2024-01-02 13.894825 0.0 2024-01-22 13.403961 0.0 -87.406354 -0.035327 Long Closed
33 33 (entries/exits stock two, PSKY) 206.642274 2024-01-22 13.294867 0.0 2024-02-15 12.463268 0.0 171.843543 0.062550 Short Closed
34 34 (entries/exits stock two, PSKY) 236.988348 2024-02-15 11.965079 0.0 2024-03-20 12.029601 0.0 15.290864 0.005392 Long Closed
35 35 (entries/exits stock two, PSKY) 209.535045 2024-03-20 12.121406 0.0 2024-03-28 11.499407 0.0 130.330675 0.051314 Short Closed
36 36 (entries/exits stock two, PSKY) 206.849954 2024-03-28 11.506303 0.0 2024-04-03 13.207897 0.0 351.974556 0.147884 Long Closed
37 37 (entries/exits stock two, PSKY) 211.323962 2024-04-03 13.065087 0.0 2024-04-08 10.812449 0.0 476.036251 0.172417 Short Closed
38 38 (entries/exits stock two, PSKY) 517.125902 2024-04-08 10.835807 0.0 2024-10-07 10.986323 0.0 77.836032 0.013891 Long Closed
39 39 (entries/exits stock two, PSKY) 213.279236 2024-10-07 10.379184 0.0 2024-10-15 10.365014 0.0 3.022120 0.001365 Short Closed
40 40 (entries/exits stock two, PSKY) 228.656209 2024-10-15 10.351988 0.0 2024-10-30 10.509344 0.0 35.980414 0.015201 Long Closed
41 41 (entries/exits stock two, PSKY) 252.579338 2024-10-30 10.575852 0.0 2024-11-18 10.570052 0.0 1.464929 0.000548 Short Closed
42 42 (entries/exits stock two, PSKY) 246.708919 2024-11-18 10.483046 0.0 2024-12-12 11.405244 0.0 227.514458 0.087970 Long Closed
43 43 (entries/exits stock two, PSKY) 260.954219 2024-12-12 11.308347 0.0 2025-01-16 10.134957 0.0 306.200881 0.103763 Short Closed
44 44 (entries/exits stock two, PSKY) 302.701291 2025-01-16 10.291949 0.0 2025-04-04 11.101398 0.0 245.021158 0.078649 Long Closed
45 45 (entries/exits stock two, PSKY) 249.959975 2025-04-04 11.019270 0.0 2025-05-07 11.478522 0.0 -114.794620 -0.041677 Short Closed
46 46 (entries/exits stock two, PSKY) 211.959979 2025-05-07 11.521493 0.0 2025-05-12 11.899482 0.0 80.118531 0.032807 Long Closed
47 47 (entries/exits stock two, PSKY) 219.879253 2025-05-12 11.897254 0.0 2025-05-16 11.650799 0.0 54.190395 0.020715 Short Closed
48 48 (entries/exits stock two, PSKY) 249.307961 2025-05-16 11.671286 0.0 2025-06-17 11.970786 0.0 74.667929 0.025661 Long Closed
49 49 (entries/exits stock two, PSKY) 238.869986 2025-06-17 11.996321 0.0 2025-07-07 12.533755 0.0 -128.377053 -0.044800 Short Closed
50 50 (entries/exits stock two, PSKY) 324.488524 2025-07-07 12.363038 0.0 2025-08-26 14.933921 0.0 834.221978 0.207949 Long Closed
51 51 (entries/exits stock two, PSKY) 198.426938 2025-08-26 15.713125 0.0 2025-09-11 17.247241 0.0 -304.409874 -0.097633 Short Open
group
Start 2022-12-22 00:00:00
End 2024-11-20 00:00:00
Period 481 days 00:00:00
Start Value 10000.0
End Value 14941.726366
Total Return [%] 49.417264
Max Gross Exposure [%] 140.40352
Total Fees Paid 0.0
Max Drawdown [%] 13.137947
Max Drawdown Duration 173 days 00:00:00
Profit Factor 2.07558
Expectancy 9.004939
Sharpe Ratio 1.774951
Calmar Ratio 2.711654
Omega Ratio 1.295307
Sortino Ratio 2.701447
Skew 0.003473
Kurtosis 2.985914
Tail Ratio 1.134098
Common Sense Ratio 1.538127
Value at Risk -0.013648
Alpha 0.347097
Beta 0.065489
Position Id Column Size Entry Timestamp Avg Entry Price Entry Fees Exit Timestamp Avg Exit Price Exit Fees PnL Return Direction Status
0 0 (entries/exits, MDT) 115.756016 2022-12-29 71.948649 0.0 2023-02-16 77.278907 0.0 617.009469 0.074084 Long Closed
1 1 (entries/exits, MDT) 156.472781 2023-02-16 76.999832 0.0 2023-05-26 76.381625 0.0 96.732593 0.008029 Short Closed
2 2 (entries/exits, MDT) 111.320068 2023-05-26 76.081510 0.0 2023-08-14 78.166431 0.0 232.093521 0.027404 Long Closed
3 3 (entries/exits, MDT) 129.256295 2023-08-14 77.075245 0.0 2023-10-11 70.106167 0.0 900.797211 0.090419 Short Closed
4 4 (entries/exits, MDT) 124.986428 2023-10-11 68.671975 0.0 2023-11-21 73.649591 0.0 622.134473 0.072484 Long Closed
5 5 (entries/exits, MDT) 116.024235 2023-11-21 74.187317 0.0 2023-12-05 74.383206 0.0 -22.727856 -0.002640 Short Closed
6 6 (entries/exits, MDT) 119.043539 2023-12-05 74.477358 0.0 2024-01-11 82.494025 0.0 954.332411 0.107639 Long Closed
7 7 (entries/exits, MDT) 116.225461 2024-01-11 82.777870 0.0 2024-02-01 83.722258 0.0 -109.761921 -0.011409 Short Closed
8 8 (entries/exits, MDT) 119.081307 2024-02-01 83.513789 0.0 2024-04-11 79.059890 0.0 -530.376101 -0.053331 Long Closed
9 9 (entries/exits, MDT) 119.698388 2024-04-11 78.617780 0.0 2024-05-14 80.542347 0.0 -230.367506 -0.024480 Short Closed
10 10 (entries/exits, MDT) 104.792343 2024-05-14 80.878811 0.0 2024-05-22 82.271576 0.0 145.951032 0.017220 Long Closed
11 11 (entries/exits, MDT) 118.976867 2024-05-22 81.756547 0.0 2024-05-31 78.077181 0.0 437.759456 0.045004 Short Closed
12 12 (entries/exits, MDT) 115.658026 2024-05-31 78.067821 0.0 2024-06-04 79.884583 0.0 210.122996 0.023272 Long Closed
13 13 (entries/exits, MDT) 143.662453 2024-06-04 79.336260 0.0 2024-07-10 74.934214 0.0 632.408751 0.055486 Short Closed
14 14 (entries/exits, MDT) 138.038747 2024-07-10 74.871921 0.0 2024-09-04 86.627489 0.0 1622.723889 0.157009 Long Closed
15 15 (entries/exits, MDT) 126.671016 2024-09-04 87.977836 0.0 2024-09-18 85.366385 0.0 330.795187 0.029683 Short Closed
16 16 (entries/exits, MDT) 128.164613 2024-09-18 85.341134 0.0 2024-10-22 88.826918 0.0 446.754100 0.040845 Long Closed
17 17 (entries/exits, MDT) 153.891755 2024-10-22 88.171579 0.0 2024-11-20 82.577419 0.0 860.895106 0.063446 Short Open
18 18 (entries/exits stock two, MHK) 29.410522 2022-12-29 104.868436 0.0 2023-02-16 116.098813 0.0 -330.291269 -0.107090 Short Closed
19 19 (entries/exits stock two, MHK) 38.699574 2023-02-16 108.101899 0.0 2023-05-26 96.659210 0.0 -442.827183 -0.105851 Long Closed
20 20 (entries/exits stock two, MHK) 36.786565 2023-05-26 97.255840 0.0 2023-08-14 102.614753 0.0 -197.135994 -0.055101 Short Closed
21 21 (entries/exits stock two, MHK) 32.929072 2023-08-14 98.400090 0.0 2023-10-11 85.425652 0.0 -427.236182 -0.131854 Long Closed
22 22 (entries/exits stock two, MHK) 38.946873 2023-10-11 83.563405 0.0 2023-11-21 83.834999 0.0 -10.577731 -0.003250 Short Closed
23 23 (entries/exits stock two, MHK) 31.720803 2023-11-21 84.015960 0.0 2023-12-05 91.438597 0.0 235.452012 0.088348 Long Closed
24 24 (entries/exits stock two, MHK) 34.291566 2023-12-05 92.806462 0.0 2024-01-11 103.957979 0.0 -382.402992 -0.120159 Short Closed
25 25 (entries/exits stock two, MHK) 29.584864 2024-01-11 104.043152 0.0 2024-02-01 109.286991 0.0 155.138274 0.050401 Long Closed
26 26 (entries/exits stock two, MHK) 33.289736 2024-02-01 111.880383 0.0 2024-04-11 118.098973 0.0 -207.015226 -0.055582 Short Closed
27 27 (entries/exits stock two, MHK) 26.487596 2024-04-11 116.858856 0.0 2024-05-14 121.770890 0.0 130.107977 0.042034 Long Closed
28 28 (entries/exits stock two, MHK) 22.429880 2024-05-14 122.921959 0.0 2024-05-22 117.411552 0.0 123.597780 0.044829 Short Closed
29 29 (entries/exits stock two, MHK) 24.443225 2024-05-22 117.316227 0.0 2024-05-31 121.832253 0.0 110.386249 0.038494 Long Closed
30 30 (entries/exits stock two, MHK) 23.620491 2024-05-31 121.917574 0.0 2024-06-04 115.660004 0.0 147.806878 0.051326 Short Closed
31 31 (entries/exits stock two, MHK) 31.137971 2024-06-04 114.730523 0.0 2024-07-10 113.071434 0.0 -51.660670 -0.014461 Long Closed
32 32 (entries/exits stock two, MHK) 34.974683 2024-07-10 120.319834 0.0 2024-09-04 147.698526 0.0 -957.561114 -0.227549 Short Closed
33 33 (entries/exits stock two, MHK) 22.566570 2024-09-04 150.640055 0.0 2024-09-18 156.438257 0.0 130.845532 0.038490 Long Closed
34 34 (entries/exits stock two, MHK) 23.866745 2024-09-18 156.580599 0.0 2024-10-22 153.584683 0.0 71.502762 0.019133 Short Closed
35 35 (entries/exits stock two, MHK) 29.355764 2024-10-22 149.045187 0.0 2024-11-20 136.315846 0.0 -373.679546 -0.085406 Long Open
group
Start 2023-05-18 00:00:00
End 2025-04-17 00:00:00
Period 481 days 00:00:00
Start Value 10000.0
End Value 15956.955825
Total Return [%] 59.569558
Max Gross Exposure [%] 118.138296
Total Fees Paid 0.0
Max Drawdown [%] 8.189074
Max Drawdown Duration 81 days 00:00:00
Profit Factor 2.303825
Expectancy 11.108202
Sharpe Ratio 2.045751
Calmar Ratio 5.197492
Omega Ratio 1.356503
Sortino Ratio 3.253969
Skew 0.263116
Kurtosis 4.350869
Tail Ratio 1.234367
Common Sense Ratio 1.759746
Value at Risk -0.012859
Alpha 0.466361
Beta -0.053811
Position Id Column Size Entry Timestamp Avg Entry Price Entry Fees Exit Timestamp Avg Exit Price Exit Fees PnL Return Direction Status
0 0 (entries/exits, MDT) 109.295569 2023-05-26 76.123855 0.0 2023-08-14 78.199853 0.0 226.897376 0.027271 Long Closed
1 1 (entries/exits, MDT) 124.156626 2023-08-14 77.097225 0.0 2023-10-11 70.098548 0.0 868.932216 0.090777 Short Closed
2 2 (entries/exits, MDT) 121.156998 2023-10-11 68.661407 0.0 2023-11-21 73.595332 0.0 597.779600 0.071859 Long Closed
3 3 (entries/exits, MDT) 111.406226 2023-11-21 74.187468 0.0 2023-12-05 74.381658 0.0 -21.633955 -0.002618 Short Closed
4 4 (entries/exits, MDT) 114.848096 2023-12-05 74.487879 0.0 2024-01-11 82.456069 0.0 915.131515 0.106973 Long Closed
5 5 (entries/exits, MDT) 110.899890 2024-01-11 82.779756 0.0 2024-02-01 83.724269 0.0 -104.746348 -0.011410 Short Closed
6 6 (entries/exits, MDT) 115.110045 2024-02-01 83.484968 0.0 2024-04-11 79.082136 0.0 -506.810192 -0.052738 Long Closed
7 7 (entries/exits, MDT) 114.168023 2024-04-11 78.624563 0.0 2024-05-14 80.552667 0.0 -220.127855 -0.024523 Short Closed
8 8 (entries/exits, MDT) 100.539781 2024-05-14 80.879467 0.0 2024-05-22 82.271383 0.0 139.942946 0.017210 Long Closed
9 9 (entries/exits, MDT) 113.952030 2024-05-22 81.762359 0.0 2024-05-31 78.076812 0.0 419.975569 0.045076 Short Closed
10 10 (entries/exits, MDT) 110.921008 2024-05-31 78.068468 0.0 2024-06-04 79.884583 0.0 201.445248 0.023263 Long Closed
11 11 (entries/exits, MDT) 137.613759 2024-06-04 79.341695 0.0 2024-07-10 74.935126 0.0 606.404591 0.055539 Short Closed
12 12 (entries/exits, MDT) 132.876258 2024-07-10 74.898092 0.0 2024-09-04 86.483657 0.0 1539.446509 0.154684 Long Closed
13 13 (entries/exits, MDT) 119.703790 2024-09-04 87.979242 0.0 2024-09-18 85.364995 0.0 312.935234 0.029714 Short Closed
14 14 (entries/exits, MDT) 121.586303 2024-09-18 85.345436 0.0 2024-10-22 88.820370 0.0 422.504400 0.040716 Long Closed
15 15 (entries/exits, MDT) 145.133398 2024-10-22 88.185612 0.0 2024-11-25 84.032186 0.0 602.800745 0.047099 Short Closed
16 16 (entries/exits, MDT) 130.128658 2024-11-25 83.653026 0.0 2024-12-03 83.612094 0.0 -5.326415 -0.000489 Long Closed
17 17 (entries/exits, MDT) 155.561939 2024-12-03 82.971627 0.0 2025-01-15 83.531650 0.0 -87.118277 -0.006750 Short Closed
18 18 (entries/exits, MDT) 127.736176 2025-01-15 84.046359 0.0 2025-01-24 88.724391 0.0 597.553906 0.055660 Long Closed
19 19 (entries/exits, MDT) 168.292385 2025-01-24 88.566202 0.0 2025-03-25 87.948313 0.0 103.986011 0.006977 Short Closed
20 20 (entries/exits, MDT) 129.552058 2025-03-25 87.167683 0.0 2025-04-03 87.187229 0.0 2.532211 0.000224 Long Closed
21 21 (entries/exits, MDT) 157.664747 2025-04-03 86.261234 0.0 2025-04-17 82.074187 0.0 660.149704 0.048539 Short Open
22 22 (entries/exits stock two, MHK) 41.163047 2023-05-26 97.267257 0.0 2023-08-14 102.615066 0.0 -220.132126 -0.054981 Short Closed
23 23 (entries/exits stock two, MHK) 36.233308 2023-08-14 98.487247 0.0 2023-10-11 85.398961 0.0 -474.231912 -0.132893 Long Closed
24 24 (entries/exits stock two, MHK) 43.219447 2023-10-11 83.537546 0.0 2023-11-21 83.831321 0.0 -12.696800 -0.003517 Short Closed
25 25 (entries/exits stock two, MHK) 34.923201 2023-11-21 84.015469 0.0 2023-12-05 91.446711 0.0 259.522765 0.088451 Long Closed
26 26 (entries/exits stock two, MHK) 37.904210 2023-12-05 92.816223 0.0 2024-01-11 103.943269 0.0 -421.761901 -0.119883 Short Closed
27 27 (entries/exits stock two, MHK) 32.351577 2024-01-11 104.056638 0.0 2024-02-01 109.311072 0.0 169.989219 0.050496 Long Closed
28 28 (entries/exits stock two, MHK) 36.758951 2024-02-01 111.914299 0.0 2024-04-11 118.125973 0.0 -228.334636 -0.055504 Short Closed
29 29 (entries/exits stock two, MHK) 28.940933 2024-04-11 116.883870 0.0 2024-05-14 121.809725 0.0 142.558844 0.042143 Long Closed
30 30 (entries/exits stock two, MHK) 24.701469 2024-05-14 122.918416 0.0 2024-05-22 117.412285 0.0 136.009543 0.044795 Short Closed
31 31 (entries/exits stock two, MHK) 26.864231 2024-05-22 117.319267 0.0 2024-05-31 121.835554 0.0 121.326584 0.038496 Long Closed
32 32 (entries/exits stock two, MHK) 26.002457 2024-05-31 121.917629 0.0 2024-06-04 115.660004 0.0 162.713640 0.051327 Short Closed
33 33 (entries/exits stock two, MHK) 34.078017 2024-06-04 114.757475 0.0 2024-07-10 113.067792 0.0 -57.581039 -0.014724 Long Closed
34 34 (entries/exits stock two, MHK) 38.498007 2024-07-10 120.348710 0.0 2024-09-04 147.638980 0.0 -1050.620987 -0.226760 Short Closed
35 35 (entries/exits stock two, MHK) 24.445796 2024-09-04 150.639785 0.0 2024-09-18 156.443924 0.0 141.886795 0.038530 Long Closed
36 36 (entries/exits stock two, MHK) 25.912073 2024-09-18 156.575926 0.0 2024-10-22 153.595620 0.0 77.225919 0.019034 Short Closed
37 37 (entries/exits stock two, MHK) 31.585737 2024-10-22 149.151938 0.0 2024-11-25 144.452087 0.0 -148.448269 -0.031510 Long Closed
38 38 (entries/exits stock two, MHK) 29.022770 2024-11-25 144.518557 0.0 2024-12-03 135.429993 0.0 263.775316 0.062889 Short Closed
39 39 (entries/exits stock two, MHK) 36.659232 2024-12-03 132.849913 0.0 2025-01-15 128.723493 0.0 -151.271410 -0.031061 Long Closed
40 40 (entries/exits stock two, MHK) 30.984958 2025-01-15 130.029019 0.0 2025-01-24 125.379688 0.0 144.059324 0.035756 Short Closed
41 41 (entries/exits stock two, MHK) 43.470447 2025-01-24 123.256280 0.0 2025-03-25 116.759512 0.0 -282.417415 -0.052709 Long Closed
42 42 (entries/exits stock two, MHK) 36.354804 2025-03-25 115.975272 0.0 2025-04-03 108.263875 0.0 280.346317 0.066492 Short Closed
43 43 (entries/exits stock two, MHK) 46.760946 2025-04-03 106.874017 0.0 2025-04-17 103.289472 0.0 -167.616689 -0.033540 Long Open
group
Start 2023-10-11 00:00:00
End 2025-09-11 00:00:00
Period 481 days 00:00:00
Start Value 10000.0
End Value 15288.618259
Total Return [%] 52.886183
Max Gross Exposure [%] 117.253571
Total Fees Paid 0.0
Max Drawdown [%] 7.703007
Max Drawdown Duration 80 days 00:00:00
Profit Factor 2.193505
Expectancy 9.98323
Sharpe Ratio 1.870976
Calmar Ratio 4.934216
Omega Ratio 1.31979
Sortino Ratio 2.974699
Skew 0.362371
Kurtosis 4.221628
Tail Ratio 1.216467
Common Sense Ratio 1.678826
Value at Risk -0.01285
Alpha 0.438333
Beta -0.071366
Position Id Column Size Entry Timestamp Avg Entry Price Entry Fees Exit Timestamp Avg Exit Price Exit Fees PnL Return Direction Status
0 0 (entries/exits, MDT) 117.940411 2023-10-16 67.683738 0.0 2023-11-21 73.692176 0.0 708.637675 0.088772 Long Closed
1 1 (entries/exits, MDT) 110.277725 2023-11-21 74.187378 0.0 2023-12-05 74.382580 0.0 -21.526385 -0.002631 Short Closed
2 2 (entries/exits, MDT) 113.365153 2023-12-05 74.481637 0.0 2024-01-11 82.478619 0.0 906.579178 0.107369 Long Closed
3 3 (entries/exits, MDT) 110.188557 2024-01-11 82.778633 0.0 2024-02-01 83.723072 0.0 -104.066366 -0.011409 Short Closed
4 4 (entries/exits, MDT) 113.492788 2024-02-01 83.502046 0.0 2024-04-11 79.068950 0.0 -503.124356 -0.053090 Long Closed
5 5 (entries/exits, MDT) 113.463238 2024-04-11 78.620520 0.0 2024-05-14 80.546519 0.0 -218.530043 -0.024497 Short Closed
6 6 (entries/exits, MDT) 99.570177 2024-05-14 80.879077 0.0 2024-05-22 82.271498 0.0 138.643600 0.017216 Long Closed
7 7 (entries/exits, MDT) 112.969036 2024-05-22 81.758896 0.0 2024-05-31 78.077032 0.0 415.936687 0.045033 Short Closed
8 8 (entries/exits, MDT) 109.876995 2024-05-31 78.068083 0.0 2024-06-04 79.884583 0.0 199.591486 0.023268 Long Closed
9 9 (entries/exits, MDT) 136.412630 2024-06-04 79.338506 0.0 2024-07-10 74.934531 0.0 600.757788 0.055509 Short Closed
10 10 (entries/exits, MDT) 131.338171 2024-07-10 74.882615 0.0 2024-09-04 86.568938 0.0 1534.860326 0.156062 Long Closed
11 11 (entries/exits, MDT) 119.624226 2024-09-04 87.978405 0.0 2024-09-18 85.365823 0.0 312.528099 0.029696 Short Closed
12 12 (entries/exits, MDT) 121.225237 2024-09-18 85.342879 0.0 2024-10-22 88.824263 0.0 422.031591 0.040793 Long Closed
13 13 (entries/exits, MDT) 145.211863 2024-10-22 88.177258 0.0 2024-11-25 84.025195 0.0 602.928855 0.047088 Short Closed
14 14 (entries/exits, MDT) 130.127166 2024-11-25 83.652890 0.0 2024-12-03 83.612071 0.0 -5.311743 -0.000488 Long Closed
15 15 (entries/exits, MDT) 156.038479 2024-12-03 82.960224 0.0 2025-01-15 83.527453 0.0 -88.509511 -0.006837 Short Closed
16 16 (entries/exits, MDT) 127.764322 2025-01-15 84.045417 0.0 2025-01-24 88.725490 0.0 597.946301 0.055685 Long Closed
17 17 (entries/exits, MDT) 168.895371 2025-01-24 88.567173 0.0 2025-03-25 87.956481 0.0 103.143048 0.006895 Short Closed
18 18 (entries/exits, MDT) 129.676632 2025-03-25 87.167756 0.0 2025-04-03 87.185994 0.0 2.365021 0.000209 Long Closed
19 19 (entries/exits, MDT) 170.854724 2025-04-03 85.957400 0.0 2025-05-12 84.832948 0.0 192.117929 0.013082 Short Closed
20 20 (entries/exits, MDT) 139.004064 2025-05-12 85.074338 0.0 2025-05-21 83.729654 0.0 -186.916481 -0.015806 Long Closed
21 21 (entries/exits, MDT) 159.948586 2025-05-21 83.589099 0.0 2025-06-27 85.762645 0.0 -347.655563 -0.026003 Short Closed
22 22 (entries/exits, MDT) 146.546657 2025-06-27 86.439358 0.0 2025-09-11 93.792947 0.0 1077.643858 0.085072 Long Open
23 23 (entries/exits stock two, MHK) 37.885178 2023-10-16 82.519041 0.0 2023-11-21 83.895752 0.0 -52.156930 -0.016684 Short Closed
24 24 (entries/exits stock two, MHK) 31.902034 2023-11-21 84.015762 0.0 2023-12-05 91.441879 0.0 236.908250 0.088390 Long Closed
25 25 (entries/exits stock two, MHK) 34.543212 2023-12-05 92.810433 0.0 2024-01-11 103.952026 0.0 -384.866399 -0.120047 Short Closed
26 26 (entries/exits stock two, MHK) 29.672485 2024-01-11 104.048602 0.0 2024-02-01 109.296727 0.0 155.724889 0.050439 Long Closed
27 27 (entries/exits stock two, MHK) 33.520297 2024-02-01 111.894179 0.0 2024-04-11 118.109947 0.0 -208.354385 -0.055550 Short Closed
28 28 (entries/exits stock two, MHK) 26.557367 2024-04-11 116.868954 0.0 2024-05-14 121.786574 0.0 130.599041 0.042078 Long Closed
29 29 (entries/exits stock two, MHK) 22.560843 2024-05-14 122.920525 0.0 2024-05-22 117.411848 0.0 124.280391 0.044815 Short Closed
30 30 (entries/exits stock two, MHK) 24.565806 2024-05-22 117.317455 0.0 2024-05-31 121.833588 0.0 110.942445 0.038495 Long Closed
31 31 (entries/exits stock two, MHK) 23.754645 2024-05-31 121.917596 0.0 2024-06-04 115.660004 0.0 148.646893 0.051326 Short Closed
32 32 (entries/exits stock two, MHK) 31.240885 2024-06-04 114.741394 0.0 2024-07-10 113.069966 0.0 -52.216866 -0.014567 Long Closed
33 33 (entries/exits stock two, MHK) 35.172280 2024-07-10 120.331709 0.0 2024-09-04 147.674442 0.0 -961.706293 -0.227228 Short Closed
34 34 (entries/exits stock two, MHK) 22.547673 2024-09-04 150.639946 0.0 2024-09-18 156.440549 0.0 130.790078 0.038506 Long Closed
35 35 (entries/exits stock two, MHK) 23.868326 2024-09-18 156.578707 0.0 2024-10-22 153.589109 0.0 71.356709 0.019093 Short Closed
36 36 (entries/exits stock two, MHK) 29.251101 2024-10-22 149.088200 0.0 2024-11-25 144.441321 0.0 -135.926324 -0.031169 Long Closed
37 37 (entries/exits stock two, MHK) 26.766386 2024-11-25 144.523233 0.0 2024-12-03 135.429993 0.0 243.393173 0.062919 Short Closed
38 38 (entries/exits stock two, MHK) 33.960727 2024-12-03 132.802275 0.0 2025-01-15 128.697771 0.0 -139.391958 -0.030907 Long Closed
39 39 (entries/exits stock two, MHK) 28.598637 2025-01-15 130.028855 0.0 2025-01-24 125.379039 0.0 132.978394 0.035760 Short Closed
40 40 (entries/exits stock two, MHK) 40.323995 2025-01-24 123.223554 0.0 2025-03-25 116.770438 0.0 -260.215395 -0.052369 Long Closed
41 41 (entries/exits stock two, MHK) 33.584694 2025-03-25 115.975913 0.0 2025-04-03 108.261247 0.0 259.094708 0.066520 Short Closed
42 42 (entries/exits stock two, MHK) 47.357240 2025-04-03 106.492808 0.0 2025-05-12 109.991340 0.0 165.680821 0.032852 Long Closed
43 43 (entries/exits stock two, MHK) 36.910372 2025-05-12 110.746000 0.0 2025-05-21 102.533494 0.0 303.126649 0.074156 Short Closed
44 44 (entries/exits stock two, MHK) 45.318058 2025-05-21 102.188441 0.0 2025-06-27 104.506523 0.0 105.050952 0.022684 Long Closed
45 45 (entries/exits stock two, MHK) 51.081732 2025-06-27 108.986040 0.0 2025-09-11 131.992143 0.0 -1175.191578 -0.211092 Short Open
group
Start 2022-12-22 00:00:00
End 2024-11-20 00:00:00
Period 481 days 00:00:00
Start Value 10000.0
End Value 15333.047329
Total Return [%] 53.330473
Max Gross Exposure [%] 22558.918059
Total Fees Paid 0.0
Max Drawdown [%] 15.986981
Max Drawdown Duration 90 days 00:00:00
Profit Factor 1.998488
Expectancy 12.767442
Sharpe Ratio 1.77625
Calmar Ratio 2.396483
Omega Ratio 1.327947
Sortino Ratio 2.978488
Skew 1.580537
Kurtosis 14.251862
Tail Ratio 1.093697
Common Sense Ratio 1.51272
Value at Risk -0.012407
Alpha 0.41505
Beta -0.0126
Position Id Column Size Entry Timestamp Avg Entry Price Entry Fees Exit Timestamp Avg Exit Price Exit Fees PnL Return Direction Status
0 0 (entries/exits, MS) 66.051968 2023-01-05 78.107178 0.0 2023-01-17 87.836299 0.0 642.627576 0.124561 Long Closed
1 1 (entries/exits, MS) 69.370889 2023-01-17 88.229973 0.0 2023-03-02 88.207288 0.0 1.573695 0.000257 Short Closed
2 2 (entries/exits, MS) 60.822991 2023-03-02 88.047798 0.0 2023-03-06 90.154960 0.0 128.163908 0.023932 Long Closed
3 3 (entries/exits, MS) 61.791344 2023-03-06 90.102278 0.0 2023-03-08 87.882851 0.0 137.141385 0.024632 Short Closed
4 4 (entries/exits, MS) 76.126007 2023-03-08 86.429937 0.0 2023-04-20 82.336333 0.0 -311.629706 -0.047363 Long Closed
5 5 (entries/exits, MS) 78.288190 2023-04-20 82.190490 0.0 2023-05-12 76.495397 0.0 445.858507 0.069291 Short Closed
6 6 (entries/exits, MS) 84.645710 2023-05-12 76.308507 0.0 2023-07-18 83.322517 0.0 593.705838 0.091916 Long Closed
7 7 (entries/exits, MS) 71.051631 2023-07-18 84.723933 0.0 2023-08-21 78.964330 0.0 409.229211 0.067981 Short Closed
8 8 (entries/exits, MS) 71.589389 2023-08-21 78.563765 0.0 2023-09-14 82.859742 0.0 307.546410 0.054681 Long Closed
9 9 (entries/exits, MS) 76.804571 2023-09-14 82.396808 0.0 2023-10-03 72.917022 0.0 728.090952 0.115050 Short Closed
10 10 (entries/exits, MS) 90.221816 2023-10-03 72.328761 0.0 2023-11-15 74.705860 0.0 214.466154 0.032865 Long Closed
11 11 (entries/exits, MS) 80.746352 2023-11-15 75.143453 0.0 2023-11-29 74.197096 0.0 76.414907 0.012594 Short Closed
12 12 (entries/exits, MS) 83.732878 2023-11-29 74.403346 0.0 2023-12-21 86.998375 0.0 1054.617982 0.169280 Long Closed
13 13 (entries/exits, MS) 84.035613 2023-12-21 87.365387 0.0 2024-01-16 81.643817 0.0 480.815616 0.065490 Short Closed
14 14 (entries/exits, MS) 90.046536 2024-01-16 81.172497 0.0 2024-02-16 82.429879 0.0 113.222929 0.015490 Long Closed
15 15 (entries/exits, MS) 86.469338 2024-02-16 82.444038 0.0 2024-03-01 82.453772 0.0 -0.841684 -0.000118 Short Closed
16 16 (entries/exits, MS) 95.062739 2024-03-01 82.796268 0.0 2024-03-28 89.589616 0.0 645.794354 0.082049 Long Closed
17 17 (entries/exits, MS) 93.911792 2024-03-28 89.675312 0.0 2024-04-11 83.008448 0.0 626.097095 0.074344 Short Closed
18 18 (entries/exits, MS) 101.986155 2024-04-11 82.810873 0.0 2024-04-19 86.405269 0.0 366.578670 0.043405 Long Closed
19 19 (entries/exits, MS) 108.431164 2024-04-19 86.711211 0.0 2024-05-22 96.118495 0.0 -1020.042759 -0.108490 Short Closed
20 20 (entries/exits, MS) 96.772667 2024-05-22 96.761742 0.0 2024-07-11 99.893954 0.0 303.112475 0.032370 Long Closed
21 21 (entries/exits, MS) 104.867038 2024-07-11 99.513713 0.0 2024-08-09 92.817115 0.0 702.252335 0.067293 Short Closed
22 22 (entries/exits, MS) 93.538041 2024-08-09 92.069946 0.0 2024-08-29 99.390928 0.0 684.790318 0.079515 Long Closed
23 23 (entries/exits, MS) 118.391456 2024-08-29 101.420295 0.0 2024-11-20 121.189318 0.0 -2340.483363 -0.194922 Short Open
24 24 (entries/exits stock two, NTAP) 84.689154 2023-01-05 58.046415 0.0 2023-01-17 61.210848 0.0 -267.993205 -0.054516 Short Closed
25 25 (entries/exits stock two, NTAP) 92.876973 2023-01-17 61.404683 0.0 2023-03-02 61.838592 0.0 40.300089 0.007066 Long Closed
26 26 (entries/exits stock two, NTAP) 81.842101 2023-03-02 61.612461 0.0 2023-03-06 61.821549 0.0 -17.112172 -0.003394 Short Closed
27 27 (entries/exits stock two, NTAP) 84.419870 2023-03-06 61.788545 0.0 2023-03-08 61.347626 0.0 -37.222336 -0.007136 Long Closed
28 28 (entries/exits stock two, NTAP) 101.037345 2023-03-08 61.079887 0.0 2023-04-20 60.420538 0.0 66.618881 0.010795 Short Closed
29 29 (entries/exits stock two, NTAP) 91.785985 2023-04-20 60.321974 0.0 2023-05-12 60.211442 0.0 -10.145278 -0.001832 Long Closed
30 30 (entries/exits stock two, NTAP) 105.726854 2023-05-12 61.428453 0.0 2023-07-18 72.800864 0.0 -1202.369290 -0.185133 Short Closed
31 31 (entries/exits stock two, NTAP) 71.750875 2023-07-18 75.596965 0.0 2023-08-21 73.463750 0.0 -153.060080 -0.028218 Long Closed
32 32 (entries/exits stock two, NTAP) 75.268098 2023-08-21 73.430156 0.0 2023-09-14 75.346278 0.0 -144.222795 -0.026094 Short Closed
33 33 (entries/exits stock two, NTAP) 74.140478 2023-09-14 75.185882 0.0 2023-10-03 71.857655 0.0 -246.756347 -0.044267 Long Closed
34 34 (entries/exits stock two, NTAP) 86.067380 2023-10-03 71.720282 0.0 2023-11-15 75.554571 0.0 -330.007237 -0.053462 Short Closed
35 35 (entries/exits stock two, NTAP) 72.617799 2023-11-15 76.188530 0.0 2023-11-29 86.326657 0.0 736.208468 0.133066 Long Closed
36 36 (entries/exits stock two, NTAP) 77.208398 2023-11-29 86.461598 0.0 2023-12-21 86.572660 0.0 -8.574952 -0.001285 Short Closed
37 37 (entries/exits stock two, NTAP) 75.029932 2023-12-21 86.408617 0.0 2024-01-16 83.535962 0.0 -215.535111 -0.033245 Long Closed
38 38 (entries/exits stock two, NTAP) 85.219255 2024-01-16 83.685670 0.0 2024-02-16 83.608374 0.0 6.587151 0.000924 Short Closed
39 39 (entries/exits stock two, NTAP) 78.533907 2024-02-16 83.291259 0.0 2024-03-01 101.687711 0.0 1444.745296 0.220869 Long Closed
40 40 (entries/exits stock two, NTAP) 78.613448 2024-03-01 102.101902 0.0 2024-03-28 101.946758 0.0 12.196399 0.001520 Short Closed
41 41 (entries/exits stock two, NTAP) 75.993807 2024-03-28 101.964868 0.0 2024-04-11 102.393697 0.0 32.588318 0.004206 Long Closed
42 42 (entries/exits stock two, NTAP) 82.874866 2024-04-11 102.078149 0.0 2024-04-19 95.642975 0.0 533.314195 0.063042 Short Closed
43 43 (entries/exits stock two, NTAP) 87.333360 2024-04-19 95.767086 0.0 2024-05-22 110.250828 0.0 1264.913816 0.151239 Long Closed
44 44 (entries/exits stock two, NTAP) 82.545970 2024-05-22 112.354814 0.0 2024-07-11 126.645988 0.0 -1179.678856 -0.127197 Short Closed
45 45 (entries/exits stock two, NTAP) 74.200897 2024-07-11 127.179097 0.0 2024-08-09 120.251268 0.0 -514.051132 -0.054473 Long Closed
46 46 (entries/exits stock two, NTAP) 69.847063 2024-08-09 120.512082 0.0 2024-08-29 118.129199 0.0 166.437403 0.019773 Short Closed
47 47 (entries/exits stock two, NTAP) 88.943959 2024-08-29 116.896120 0.0 2024-11-20 121.019652 0.0 366.763300 0.035275 Long Open
group
Start 2023-05-18 00:00:00
End 2025-04-17 00:00:00
Period 481 days 00:00:00
Start Value 10000.0
End Value 18292.474665
Total Return [%] 82.924747
Max Gross Exposure [%] 654.084255
Total Fees Paid 0.0
Max Drawdown [%] 21.650901
Max Drawdown Duration 149 days 00:00:00
Profit Factor 1.874009
Expectancy 14.684992
Sharpe Ratio 2.144277
Calmar Ratio 2.685002
Omega Ratio 1.392616
Sortino Ratio 3.463667
Skew 0.401411
Kurtosis 6.448008
Tail Ratio 1.243385
Common Sense Ratio 1.966198
Value at Risk -0.014479
Alpha 0.704606
Beta -0.227101
Position Id Column Size Entry Timestamp Avg Entry Price Entry Fees Exit Timestamp Avg Exit Price Exit Fees PnL Return Direction Status
0 0 (entries/exits, MS) 97.113274 2023-05-19 76.146794 0.0 2023-07-18 84.007599 0.0 763.388521 0.103232 Long Closed
1 1 (entries/exits, MS) 94.535397 2023-07-18 84.682234 0.0 2023-08-21 78.967538 0.0 540.241108 0.067484 Short Closed
2 2 (entries/exits, MS) 94.036177 2023-08-21 78.574228 0.0 2023-09-14 82.936078 0.0 410.171713 0.055512 Long Closed
3 3 (entries/exits, MS) 106.137401 2023-09-14 82.301077 0.0 2023-10-03 72.906132 0.0 997.155097 0.114153 Short Closed
4 4 (entries/exits, MS) 119.992560 2023-10-03 72.470540 0.0 2023-11-15 74.874901 0.0 288.505354 0.033177 Long Closed
5 5 (entries/exits, MS) 114.732241 2023-11-15 75.132421 0.0 2023-11-29 74.196967 0.0 107.326763 0.012451 Short Closed
6 6 (entries/exits, MS) 115.241945 2023-11-29 74.330635 0.0 2023-12-21 87.153534 0.0 1477.735847 0.172512 Long Closed
7 7 (entries/exits, MS) 120.663205 2023-12-21 87.355095 0.0 2024-01-16 81.638126 0.0 689.827842 0.065445 Short Closed
8 8 (entries/exits, MS) 127.187083 2024-01-16 81.175040 0.0 2024-02-16 82.446426 0.0 161.703916 0.015662 Long Closed
9 9 (entries/exits, MS) 125.749105 2024-02-16 82.440931 0.0 2024-03-01 82.453008 0.0 -1.518771 -0.000147 Short Closed
10 10 (entries/exits, MS) 131.825483 2024-03-01 82.690500 0.0 2024-03-28 89.654239 0.0 917.998172 0.084214 Long Closed
11 11 (entries/exits, MS) 134.798126 2024-03-28 89.656044 0.0 2024-04-11 83.018083 0.0 894.784579 0.074038 Short Closed
12 12 (entries/exits, MS) 145.692469 2024-04-11 82.809014 0.0 2024-04-19 86.419553 0.0 526.028376 0.043601 Long Closed
13 13 (entries/exits, MS) 154.927461 2024-04-19 86.684965 0.0 2024-05-22 95.952659 0.0 -1435.820363 -0.106912 Short Closed
14 14 (entries/exits, MS) 130.226572 2024-05-22 96.821101 0.0 2024-07-11 100.152022 0.0 433.774460 0.034403 Long Closed
15 15 (entries/exits, MS) 154.988842 2024-07-11 99.283057 0.0 2024-08-09 92.820310 0.0 1001.653751 0.065094 Short Closed
16 16 (entries/exits, MS) 135.054805 2024-08-09 92.039301 0.0 2024-08-29 99.468331 0.0 1003.326220 0.080716 Long Closed
17 17 (entries/exits, MS) 183.581203 2024-08-29 102.357320 0.0 2024-12-04 119.988470 0.0 -3236.747868 -0.172251 Short Closed
18 18 (entries/exits, MS) 96.033800 2024-12-04 126.811807 0.0 2024-12-24 124.348876 0.0 -236.524587 -0.019422 Long Closed
19 19 (entries/exits, MS) 110.945337 2024-12-24 125.073581 0.0 2025-02-20 132.097915 0.0 -779.317074 -0.056162 Short Closed
20 20 (entries/exits, MS) 86.418257 2025-02-20 132.189683 0.0 2025-02-28 131.122737 0.0 -92.203583 -0.008071 Long Closed
21 21 (entries/exits, MS) 176.733567 2025-02-28 120.712820 0.0 2025-04-17 109.527834 0.0 1976.762452 0.092658 Short Open
22 22 (entries/exits stock two, NTAP) 61.373597 2023-05-19 63.575409 0.0 2023-07-18 73.686149 0.0 -620.532462 -0.159035 Short Closed
23 23 (entries/exits stock two, NTAP) 48.588796 2023-07-18 75.555923 0.0 2023-08-21 73.487978 0.0 -100.478918 -0.027370 Long Closed
24 24 (entries/exits stock two, NTAP) 50.539505 2023-08-21 73.441228 0.0 2023-09-14 75.356440 0.0 -96.793869 -0.026078 Short Closed
25 25 (entries/exits stock two, NTAP) 51.659701 2023-09-14 75.126903 0.0 2023-10-03 71.862627 0.0 -168.631533 -0.043450 Long Closed
26 26 (entries/exits stock two, NTAP) 59.566714 2023-10-03 71.731311 0.0 2023-11-15 75.586572 0.0 -229.645198 -0.053746 Short Closed
27 27 (entries/exits stock two, NTAP) 52.179894 2023-11-15 76.171735 0.0 2023-11-29 86.272240 0.0 527.043278 0.132602 Long Closed
28 28 (entries/exits stock two, NTAP) 54.268849 2023-11-29 86.464966 0.0 2023-12-21 86.562457 0.0 -5.290728 -0.001128 Short Closed
29 29 (entries/exits stock two, NTAP) 54.414216 2023-12-21 86.376647 0.0 2024-01-16 83.537993 0.0 -154.463106 -0.032864 Long Closed
30 30 (entries/exits stock two, NTAP) 61.113126 2024-01-16 83.668200 0.0 2024-02-16 83.545223 0.0 7.515510 0.001470 Short Closed
31 31 (entries/exits stock two, NTAP) 57.706113 2024-02-16 83.292732 0.0 2024-03-01 101.488297 0.0 1049.995329 0.218453 Long Closed
32 32 (entries/exits stock two, NTAP) 56.393516 2024-03-01 102.102268 0.0 2024-03-28 101.949066 0.0 8.639596 0.001500 Short Closed
33 33 (entries/exits stock two, NTAP) 55.086648 2024-03-28 101.953814 0.0 2024-04-11 102.399210 0.0 24.535332 0.004369 Long Closed
34 34 (entries/exits stock two, NTAP) 59.797630 2024-04-11 102.092241 0.0 2024-04-19 95.633114 0.0 386.240488 0.063268 Short Closed
35 35 (entries/exits stock two, NTAP) 63.353947 2024-04-19 95.804516 0.0 2024-05-22 109.911996 0.0 893.764547 0.147253 Long Closed
36 36 (entries/exits stock two, NTAP) 56.772407 2024-05-22 112.351016 0.0 2024-07-11 126.736220 0.0 -816.682661 -0.128038 Short Closed
37 37 (entries/exits stock two, NTAP) 55.895301 2024-07-11 126.734319 0.0 2024-08-09 120.292396 0.0 -360.073205 -0.050830 Long Closed
38 38 (entries/exits stock two, NTAP) 51.119041 2024-08-09 120.517653 0.0 2024-08-29 117.935097 0.0 132.017788 0.021429 Short Closed
39 39 (entries/exits stock two, NTAP) 71.972407 2024-08-29 117.035018 0.0 2024-12-04 124.296166 0.0 522.602290 0.062043 Long Closed
40 40 (entries/exits stock two, NTAP) 49.199254 2024-12-04 125.968064 0.0 2024-12-24 117.537512 0.0 414.776841 0.066926 Short Closed
41 41 (entries/exits stock two, NTAP) 54.862471 2024-12-24 117.027178 0.0 2025-02-20 122.202639 0.0 283.938555 0.044224 Long Closed
42 42 (entries/exits stock two, NTAP) 45.102584 2025-02-20 122.796780 0.0 2025-02-28 99.262728 0.0 1061.446545 0.191650 Short Closed
43 43 (entries/exits stock two, NTAP) 101.160012 2025-02-28 92.509958 0.0 2025-04-17 83.853359 0.0 -875.701675 -0.093575 Long Open
group
Start 2023-10-11 00:00:00
End 2025-09-11 00:00:00
Period 481 days 00:00:00
Start Value 10000.0
End Value 16222.531915
Total Return [%] 62.225319
Max Gross Exposure [%] 464.618022
Total Fees Paid 0.0
Max Drawdown [%] 22.701581
Max Drawdown Duration 249 days 00:00:00
Profit Factor 1.712312
Expectancy 11.157076
Sharpe Ratio 1.75282
Calmar Ratio 1.954029
Omega Ratio 1.306979
Sortino Ratio 2.806335
Skew 0.359415
Kurtosis 6.485234
Tail Ratio 1.394304
Common Sense Ratio 2.012811
Value at Risk -0.013232
Alpha 0.655985
Beta -0.320082
Position Id Column Size Entry Timestamp Avg Entry Price Entry Fees Exit Timestamp Avg Exit Price Exit Fees PnL Return Direction Status
0 0 (entries/exits, MS) 105.158676 2023-10-18 69.766867 0.0 2023-11-15 74.915094 0.0 541.380665 0.073792 Long Closed
1 1 (entries/exits, MS) 104.384133 2023-11-15 75.131108 0.0 2023-11-29 74.196954 0.0 97.510822 0.012434 Short Closed
2 2 (entries/exits, MS) 104.442010 2023-11-29 74.321632 0.0 2023-12-21 87.172334 0.0 1342.153134 0.172907 Long Closed
3 3 (entries/exits, MS) 109.919962 2023-12-21 87.353947 0.0 2024-01-16 81.638005 0.0 628.296073 0.065434 Short Closed
4 4 (entries/exits, MS) 115.617104 2024-01-16 81.175353 0.0 2024-02-16 82.448451 0.0 147.191893 0.015683 Long Closed
5 5 (entries/exits, MS) 114.731978 2024-02-16 82.440476 0.0 2024-03-01 82.452831 0.0 -1.417482 -0.000150 Short Closed
6 6 (entries/exits, MS) 119.571007 2024-03-01 82.677398 0.0 2024-03-28 89.662056 0.0 835.162534 0.084481 Long Closed
7 7 (entries/exits, MS) 122.801726 2024-03-28 89.653529 0.0 2024-04-11 83.020596 0.0 814.535560 0.073984 Short Closed
8 8 (entries/exits, MS) 132.618380 2024-04-11 82.808789 0.0 2024-04-19 86.421265 0.0 479.080675 0.043624 Long Closed
9 9 (entries/exits, MS) 141.028803 2024-04-19 86.681888 0.0 2024-05-22 95.932997 0.0 -1304.672904 -0.106725 Short Closed
10 10 (entries/exits, MS) 117.690015 2024-05-22 96.828407 0.0 2024-07-11 100.183790 0.0 394.895133 0.034653 Long Closed
11 11 (entries/exits, MS) 141.681185 2024-07-11 99.256004 0.0 2024-08-09 92.822206 0.0 911.548179 0.064820 Short Closed
12 12 (entries/exits, MS) 123.079776 2024-08-09 92.035517 0.0 2024-08-29 99.477695 0.0 915.981701 0.080862 Long Closed
13 13 (entries/exits, MS) 167.960042 2024-08-29 102.332130 0.0 2024-12-04 119.893272 0.0 -2949.570038 -0.171609 Short Closed
14 14 (entries/exits, MS) 86.605510 2024-12-04 126.835218 0.0 2024-12-24 124.349131 0.0 -215.308822 -0.019601 Long Closed
15 15 (entries/exits, MS) 100.556038 2024-12-24 125.070180 0.0 2025-02-20 132.091242 0.0 -706.010130 -0.056137 Short Closed
16 16 (entries/exits, MS) 77.795680 2025-02-20 132.199255 0.0 2025-02-28 131.123734 0.0 -83.670929 -0.008136 Long Closed
17 17 (entries/exits, MS) 177.846287 2025-02-28 120.445874 0.0 2025-06-03 121.423426 0.0 -173.853968 -0.008116 Short Closed
18 18 (entries/exits, MS) 85.611513 2025-06-03 127.833408 0.0 2025-06-25 136.504132 0.0 742.313750 0.067828 Long Closed
19 19 (entries/exits, MS) 97.040663 2025-06-25 137.474517 0.0 2025-08-19 143.733039 0.0 -607.331126 -0.045525 Short Closed
20 20 (entries/exits, MS) 75.386862 2025-08-19 144.070045 0.0 2025-08-26 148.954477 0.0 368.221966 0.033903 Long Closed
21 21 (entries/exits, MS) 74.501033 2025-08-26 148.971146 0.0 2025-08-28 150.179993 0.0 -90.060294 -0.008115 Short Closed
22 22 (entries/exits, MS) 76.027468 2025-08-28 150.177057 0.0 2025-09-11 156.260058 0.0 462.475165 0.040506 Long Open
23 23 (entries/exits stock two, NTAP) 45.373308 2023-10-18 72.918444 0.0 2023-11-15 75.758150 0.0 -128.846873 -0.038944 Short Closed
24 24 (entries/exits stock two, NTAP) 43.362917 2023-11-15 76.169752 0.0 2023-11-29 86.265792 0.0 437.793711 0.132547 Long Closed
25 25 (entries/exits stock two, NTAP) 44.978192 2023-11-29 86.465370 0.0 2023-12-21 86.561230 0.0 -4.311617 -0.001109 Short Closed
26 26 (entries/exits stock two, NTAP) 45.267016 2023-12-21 86.372867 0.0 2024-01-16 83.538233 0.0 -128.315422 -0.032819 Long Closed
27 27 (entries/exits stock two, NTAP) 50.787634 2024-01-16 83.666554 0.0 2024-02-16 83.538062 0.0 6.525828 0.001536 Short Closed
28 28 (entries/exits stock two, NTAP) 48.079613 2024-02-16 83.292905 0.0 2024-03-01 101.464617 0.0 873.688864 0.218166 Long Closed
29 29 (entries/exits stock two, NTAP) 46.849363 2024-03-01 102.102275 0.0 2024-03-28 101.949335 0.0 7.165171 0.001498 Short Closed
30 30 (entries/exits stock two, NTAP) 45.820294 2024-03-28 101.952512 0.0 2024-04-11 102.399861 0.0 20.497649 0.004388 Long Closed
31 31 (entries/exits stock two, NTAP) 49.711443 2024-04-11 102.093936 0.0 2024-04-19 95.631939 0.0 321.235197 0.063295 Short Closed
32 32 (entries/exits stock two, NTAP) 52.700598 2024-04-19 95.808806 0.0 2024-05-22 109.872315 0.0 741.155336 0.146787 Long Closed
33 33 (entries/exits stock two, NTAP) 46.927715 2024-05-22 112.351096 0.0 2024-07-11 126.747014 0.0 -675.567505 -0.128133 Short Closed
34 34 (entries/exits stock two, NTAP) 46.699589 2024-07-11 126.683502 0.0 2024-08-09 120.296857 0.0 -298.253721 -0.050414 Long Closed
35 35 (entries/exits stock two, NTAP) 42.565563 2024-08-09 120.518285 0.0 2024-08-29 117.911663 0.0 110.952326 0.021628 Short Closed
36 36 (entries/exits stock two, NTAP) 60.386281 2024-08-29 117.037030 0.0 2024-12-04 124.241061 0.0 435.024651 0.061553 Long Closed
37 37 (entries/exits stock two, NTAP) 40.513170 2024-12-04 126.000240 0.0 2024-12-24 117.529245 0.0 343.186872 0.067230 Short Closed
38 38 (entries/exits stock two, NTAP) 45.500448 2024-12-24 117.027603 0.0 2025-02-20 122.179807 0.0 234.427608 0.044026 Long Closed
39 39 (entries/exits stock two, NTAP) 37.077998 2025-02-20 122.804672 0.0 2025-02-28 99.260990 0.0 872.952588 0.191717 Short Closed
40 40 (entries/exits stock two, NTAP) 90.462737 2025-02-28 92.432537 0.0 2025-06-03 96.498780 0.0 367.843415 0.043991 Long Closed
41 41 (entries/exits stock two, NTAP) 48.734125 2025-06-03 103.057390 0.0 2025-06-25 104.633430 0.0 -76.806943 -0.015293 Short Closed
42 42 (entries/exits stock two, NTAP) 53.378377 2025-06-25 104.624024 0.0 2025-08-19 108.569416 0.0 210.598602 0.037710 Long Closed
43 43 (entries/exits stock two, NTAP) 43.397065 2025-08-19 109.143312 0.0 2025-08-26 109.436713 0.0 -12.732748 -0.002688 Short Closed
44 44 (entries/exits stock two, NTAP) 43.572161 2025-08-26 109.410004 0.0 2025-08-28 117.124149 0.0 336.121988 0.070507 Long Closed
45 45 (entries/exits stock two, NTAP) 43.641734 2025-08-28 117.024514 0.0 2025-09-11 124.371944 0.0 -320.654622 -0.062785 Short Open
group
Start 2022-12-22 00:00:00
End 2024-11-20 00:00:00
Period 481 days 00:00:00
Start Value 10000.0
End Value 22398.518285
Total Return [%] 123.985183
Max Gross Exposure [%] 3728.44168
Total Fees Paid 0.0
Max Drawdown [%] 21.783728
Max Drawdown Duration 128 days 00:00:00
Profit Factor 2.477071
Expectancy 25.579563
Sharpe Ratio 2.344057
Calmar Ratio 3.874413
Omega Ratio 1.385515
Sortino Ratio 3.8432
Skew 0.370489
Kurtosis 1.583769
Tail Ratio 1.248303
Common Sense Ratio 2.301859
Value at Risk -0.020055
Alpha 0.86205
Beta 0.080766
Position Id Column Size Entry Timestamp Avg Entry Price Entry Fees Exit Timestamp Avg Exit Price Exit Fees PnL Return Direction Status
0 0 (entries/exits, MTCH) 113.464573 2022-12-27 39.449250 0.0 2023-02-02 49.963313 0.0 1192.973742 0.266521 Long Closed
1 1 (entries/exits, MTCH) 94.716906 2023-02-02 51.029104 0.0 2023-02-10 44.316456 0.0 635.801279 0.131545 Short Closed
2 2 (entries/exits, MTCH) 141.399209 2023-02-10 42.720282 0.0 2023-03-24 39.291123 0.0 -484.880266 -0.080270 Long Closed
3 3 (entries/exits, MTCH) 124.913222 2023-03-24 39.445752 0.0 2023-03-30 36.947914 0.0 312.012915 0.063323 Short Closed
4 4 (entries/exits, MTCH) 155.725620 2023-03-30 36.691787 0.0 2023-04-19 34.611040 0.0 -324.025638 -0.056709 Long Closed
5 5 (entries/exits, MTCH) 198.136061 2023-04-19 33.942079 0.0 2023-05-24 33.502558 0.0 87.085097 0.012949 Short Closed
6 6 (entries/exits, MTCH) 147.449850 2023-05-24 33.367301 0.0 2023-05-31 33.889000 0.0 76.924372 0.015635 Long Closed
7 7 (entries/exits, MTCH) 170.473150 2023-05-31 34.690857 0.0 2023-06-28 40.755932 0.0 -1033.932544 -0.174832 Short Closed
8 8 (entries/exits, MTCH) 124.051493 2023-06-28 41.179944 0.0 2023-07-12 45.550964 0.0 542.231514 0.106144 Long Closed
9 9 (entries/exits, MTCH) 125.129186 2023-07-12 45.791914 0.0 2023-07-21 44.215301 0.0 197.280352 0.034430 Short Closed
10 10 (entries/exits, MTCH) 140.312688 2023-07-21 44.027749 0.0 2023-08-31 45.774223 0.0 245.052459 0.039668 Long Closed
11 11 (entries/exits, MTCH) 123.306499 2023-08-31 45.982723 0.0 2023-09-07 43.696968 0.0 281.848497 0.049709 Short Closed
12 12 (entries/exits, MTCH) 150.499909 2023-09-07 43.073029 0.0 2023-10-04 37.621855 0.0 -820.401224 -0.126557 Long Closed
13 13 (entries/exits, MTCH) 191.942233 2023-10-04 36.727124 0.0 2023-11-01 29.868920 0.0 1316.378913 0.186734 Short Closed
14 14 (entries/exits, MTCH) 236.841378 2023-11-01 28.937741 0.0 2023-12-06 32.019753 0.0 729.947851 0.106505 Long Closed
15 15 (entries/exits, MTCH) 201.123673 2023-12-06 32.251528 0.0 2023-12-14 33.866496 0.0 -324.808403 -0.050074 Short Closed
16 16 (entries/exits, MTCH) 193.612185 2023-12-14 33.928120 0.0 2024-01-09 38.073854 0.0 802.664634 0.122192 Long Closed
17 17 (entries/exits, MTCH) 201.998516 2024-01-09 38.076476 0.0 2024-01-25 37.311738 0.0 154.475959 0.020084 Short Closed
18 18 (entries/exits, MTCH) 251.484215 2024-01-25 36.524880 0.0 2024-04-18 32.577889 0.0 -992.605897 -0.108063 Long Closed
19 19 (entries/exits, MTCH) 245.680288 2024-04-18 31.289613 0.0 2024-05-28 29.147593 0.0 526.252041 0.068458 Short Closed
20 20 (entries/exits, MTCH) 215.037127 2024-05-28 28.838531 0.0 2024-05-30 29.432579 0.0 127.742394 0.020599 Long Closed
21 21 (entries/exits, MTCH) 250.429930 2024-05-30 29.544426 0.0 2024-06-28 30.008263 0.0 -116.158737 -0.015700 Short Closed
22 22 (entries/exits, MTCH) 226.697653 2024-06-28 29.796910 0.0 2024-07-09 30.387386 0.0 133.859503 0.019817 Long Closed
23 23 (entries/exits, MTCH) 253.692335 2024-07-09 30.679845 0.0 2024-07-30 33.132369 0.0 -622.186388 -0.079939 Short Closed
24 24 (entries/exits, MTCH) 235.184481 2024-07-30 33.366787 0.0 2024-08-20 35.889090 0.0 593.206576 0.075593 Long Closed
25 25 (entries/exits, MTCH) 257.378655 2024-08-20 35.867198 0.0 2024-10-03 36.563692 0.0 -179.262937 -0.019419 Short Closed
26 26 (entries/exits, MTCH) 232.421174 2024-10-03 36.687310 0.0 2024-10-23 36.949170 0.0 60.861805 0.007138 Long Closed
27 27 (entries/exits, MTCH) 240.680065 2024-10-23 36.869210 0.0 2024-11-07 30.840828 0.0 1450.911354 0.163507 Short Closed
28 28 (entries/exits, MTCH) 311.236442 2024-11-07 30.539242 0.0 2024-11-20 29.934171 0.0 -188.320195 -0.019813 Long Open
29 29 (entries/exits stock two, VLO) 69.205185 2022-12-27 117.337843 0.0 2023-02-02 122.813354 0.0 -378.933775 -0.046664 Short Closed
30 30 (entries/exits stock two, VLO) 58.188599 2023-02-02 121.977556 0.0 2023-02-10 128.982056 0.0 407.582008 0.057424 Long Closed
31 31 (entries/exits stock two, VLO) 81.229067 2023-02-10 126.459600 0.0 2023-03-24 120.651937 0.0 471.751056 0.045925 Short Closed
32 32 (entries/exits stock two, VLO) 60.714041 2023-03-24 119.488684 0.0 2023-03-30 126.611974 0.0 432.483691 0.059615 Long Closed
33 33 (entries/exits stock two, VLO) 77.611188 2023-03-30 125.187615 0.0 2023-04-19 116.481003 0.0 675.730486 0.069549 Short Closed
34 34 (entries/exits stock two, VLO) 81.752788 2023-04-19 113.174567 0.0 2023-05-24 106.768432 0.0 -523.719324 -0.056604 Long Closed
35 35 (entries/exits stock two, VLO) 75.760515 2023-05-24 106.951285 0.0 2023-05-31 99.883055 0.0 535.492697 0.066088 Short Closed
36 36 (entries/exits stock two, VLO) 84.251212 2023-05-31 100.041042 0.0 2023-06-28 107.245585 0.0 606.991490 0.072016 Long Closed
37 37 (entries/exits stock two, VLO) 78.772684 2023-06-28 107.729767 0.0 2023-07-12 107.391498 0.0 26.646366 0.003140 Short Closed
38 38 (entries/exits stock two, VLO) 76.229238 2023-07-12 107.345072 0.0 2023-07-21 114.602443 0.0 553.223878 0.067608 Long Closed
39 39 (entries/exits stock two, VLO) 90.716025 2023-07-21 116.180197 0.0 2023-08-31 122.478500 0.0 -571.357030 -0.054212 Short Closed
40 40 (entries/exits stock two, VLO) 69.164357 2023-08-31 122.184070 0.0 2023-09-07 128.108036 0.0 409.727306 0.048484 Long Closed
41 41 (entries/exits stock two, VLO) 85.774787 2023-09-07 128.879260 0.0 2023-10-04 124.394922 0.0 384.643180 0.034795 Short Closed
42 42 (entries/exits stock two, VLO) 78.916672 2023-10-04 120.800625 0.0 2023-11-01 120.185449 0.0 -48.547663 -0.005092 Long Closed
43 43 (entries/exits stock two, VLO) 95.371656 2023-11-01 119.446793 0.0 2023-12-06 116.598731 0.0 271.624364 0.023844 Short Closed
44 44 (entries/exits stock two, VLO) 87.052956 2023-12-06 116.323917 0.0 2023-12-14 122.317827 0.0 521.787535 0.051528 Long Closed
45 45 (entries/exits stock two, VLO) 94.869644 2023-12-14 122.628210 0.0 2024-01-09 121.115120 0.0 143.546243 0.012339 Short Closed
46 46 (entries/exits stock two, VLO) 91.533867 2024-01-09 120.540023 0.0 2024-01-25 127.333960 0.0 621.875291 0.056362 Long Closed
47 47 (entries/exits stock two, VLO) 115.713950 2024-01-25 131.639539 0.0 2024-04-18 150.134074 0.0 -2140.075633 -0.140494 Short Closed
48 48 (entries/exits stock two, VLO) 65.684251 2024-04-18 154.944286 0.0 2024-05-28 156.016239 0.0 70.410440 0.006918 Long Closed
49 49 (entries/exits stock two, VLO) 66.230445 2024-05-28 155.659444 0.0 2024-05-30 145.139114 0.0 696.766114 0.067586 Short Closed
50 50 (entries/exits stock two, VLO) 73.089568 2024-05-30 145.147133 0.0 2024-06-28 150.644094 0.0 401.770490 0.037872 Long Closed
51 51 (entries/exits stock two, VLO) 76.209978 2024-06-28 150.092561 0.0 2024-07-09 141.016245 0.0 691.705839 0.060471 Short Closed
52 52 (entries/exits stock two, VLO) 79.323721 2024-07-09 140.803624 0.0 2024-07-30 156.127768 0.0 1215.568118 0.108833 Long Closed
53 53 (entries/exits stock two, VLO) 91.357153 2024-07-30 154.990865 0.0 2024-08-20 137.467119 0.0 1600.919524 0.113063 Short Closed
54 54 (entries/exits stock two, VLO) 102.592231 2024-08-20 136.338118 0.0 2024-10-03 139.023488 0.0 275.498113 0.019696 Long Closed
55 55 (entries/exits stock two, VLO) 111.888651 2024-10-03 138.076083 0.0 2024-10-23 129.482780 0.0 961.493111 0.062236 Short Closed
56 56 (entries/exits stock two, VLO) 105.831708 2024-10-23 128.535540 0.0 2024-11-07 131.718405 0.0 336.848018 0.024763 Long Closed
57 57 (entries/exits stock two, VLO) 110.125096 2024-11-07 131.894064 0.0 2024-11-20 137.649906 0.0 -633.862680 -0.043640 Short Open
group
Start 2023-05-18 00:00:00
End 2025-04-17 00:00:00
Period 481 days 00:00:00
Start Value 10000.0
End Value 22685.875094
Total Return [%] 126.858751
Max Gross Exposure [%] 16931.694934
Total Fees Paid 0.0
Max Drawdown [%] 21.97178
Max Drawdown Duration 127 days 00:00:00
Profit Factor 3.069786
Expectancy 25.013205
Sharpe Ratio 2.377455
Calmar Ratio 3.922831
Omega Ratio 1.397881
Sortino Ratio 3.939223
Skew 0.534541
Kurtosis 2.265861
Tail Ratio 1.209293
Common Sense Ratio 2.251601
Value at Risk -0.020383
Alpha 0.909585
Beta 0.058865
Position Id Column Size Entry Timestamp Avg Entry Price Entry Fees Exit Timestamp Avg Exit Price Exit Fees PnL Return Direction Status
0 0 (entries/exits, MTCH) 114.557655 2023-05-24 33.367217 0.0 2023-05-31 33.888933 0.0 59.766549 0.015636 Long Closed
1 1 (entries/exits, MTCH) 132.484397 2023-05-31 34.690619 0.0 2023-06-28 40.760570 0.0 -804.173871 -0.174974 Short Closed
2 2 (entries/exits, MTCH) 96.788086 2023-06-28 41.179394 0.0 2023-07-12 45.546747 0.0 422.707729 0.106057 Long Closed
3 3 (entries/exits, MTCH) 97.458635 2023-07-12 45.792181 0.0 2023-07-21 44.214508 0.0 153.757900 0.034453 Short Closed
4 4 (entries/exits, MTCH) 109.542777 2023-07-21 44.027381 0.0 2023-08-31 45.769988 0.0 190.890006 0.039580 Long Closed
5 5 (entries/exits, MTCH) 95.935333 2023-08-31 45.982919 0.0 2023-09-07 43.696968 0.0 219.303424 0.049713 Short Closed
6 6 (entries/exits, MTCH) 117.421635 2023-09-07 43.063086 0.0 2023-10-04 37.626446 0.0 -638.379179 -0.126248 Long Closed
7 7 (entries/exits, MTCH) 149.343364 2023-10-04 36.731601 0.0 2023-11-01 29.862481 0.0 1025.857524 0.187008 Short Closed
8 8 (entries/exits, MTCH) 184.638420 2023-11-01 28.940106 0.0 2023-12-06 32.015661 0.0 567.865518 0.106273 Long Closed
9 9 (entries/exits, MTCH) 156.222261 2023-12-06 32.251673 0.0 2023-12-14 33.866857 0.0 -252.327599 -0.050081 Short Closed
10 10 (entries/exits, MTCH) 150.682426 2023-12-14 33.928218 0.0 2024-01-09 38.068991 0.0 623.941673 0.122045 Long Closed
11 11 (entries/exits, MTCH) 156.862037 2024-01-09 38.077688 0.0 2024-01-25 37.312427 0.0 120.040361 0.020097 Short Closed
12 12 (entries/exits, MTCH) 196.286120 2024-01-25 36.514169 0.0 2024-04-18 32.590153 0.0 -770.229851 -0.107466 Long Closed
13 13 (entries/exits, MTCH) 190.505664 2024-04-18 31.292422 0.0 2024-05-28 29.146265 0.0 408.855077 0.068584 Short Closed
14 14 (entries/exits, MTCH) 166.944930 2024-05-28 28.838624 0.0 2024-05-30 29.432579 0.0 99.157839 0.020596 Long Closed
15 15 (entries/exits, MTCH) 194.276696 2024-05-30 29.543303 0.0 2024-06-28 30.007001 0.0 -90.085817 -0.015696 Short Closed
16 16 (entries/exits, MTCH) 176.264531 2024-06-28 29.796068 0.0 2024-07-09 30.387245 0.0 104.203537 0.019841 Long Closed
17 17 (entries/exits, MTCH) 197.256470 2024-07-09 30.679961 0.0 2024-07-30 33.132183 0.0 -483.716659 -0.079929 Short Closed
18 18 (entries/exits, MTCH) 183.555171 2024-07-30 33.371041 0.0 2024-08-20 35.889058 0.0 462.195088 0.075455 Long Closed
19 19 (entries/exits, MTCH) 200.408105 2024-08-20 35.868387 0.0 2024-10-03 36.564322 0.0 -139.470908 -0.019402 Short Closed
20 20 (entries/exits, MTCH) 181.501450 2024-10-03 36.688218 0.0 2024-10-23 36.949191 0.0 47.366989 0.007113 Long Closed
21 21 (entries/exits, MTCH) 187.733083 2024-10-23 36.869929 0.0 2024-11-07 30.834011 0.0 1133.141492 0.163708 Short Closed
22 22 (entries/exits, MTCH) 248.715917 2024-11-07 30.577337 0.0 2024-12-04 32.156832 0.0 392.845610 0.051656 Long Closed
23 23 (entries/exits, MTCH) 303.591960 2024-12-04 32.026934 0.0 2025-01-13 31.131550 0.0 271.831297 0.027957 Short Closed
24 24 (entries/exits, MTCH) 263.710745 2025-01-13 31.105281 0.0 2025-02-12 33.625304 0.0 664.557150 0.081016 Long Closed
25 25 (entries/exits, MTCH) 305.774463 2025-02-12 32.969579 0.0 2025-03-20 30.963583 0.0 613.382363 0.060844 Short Closed
26 26 (entries/exits, MTCH) 276.193846 2025-03-20 30.805908 0.0 2025-04-03 30.088292 0.0 -198.201218 -0.023295 Long Closed
27 27 (entries/exits, MTCH) 327.009357 2025-04-03 29.718344 0.0 2025-04-17 28.850580 0.0 283.766926 0.029200 Short Open
28 28 (entries/exits stock two, VLO) 61.708344 2023-05-24 106.951052 0.0 2023-05-31 99.884382 0.0 436.072506 0.066074 Short Closed
29 29 (entries/exits stock two, VLO) 68.567159 2023-05-31 100.036575 0.0 2023-06-28 107.263872 0.0 495.555239 0.072247 Long Closed
30 30 (entries/exits stock two, VLO) 64.395756 2023-06-28 107.729258 0.0 2023-07-12 107.391585 0.0 21.744708 0.003134 Short Closed
31 31 (entries/exits stock two, VLO) 62.228968 2023-07-12 107.344485 0.0 2023-07-21 114.606382 0.0 451.900366 0.067650 Long Closed
32 32 (entries/exits stock two, VLO) 74.130116 2023-07-21 116.179912 0.0 2023-08-31 122.478585 0.0 -466.921369 -0.054215 Short Closed
33 33 (entries/exits stock two, VLO) 56.406191 2023-08-31 122.183245 0.0 2023-09-07 128.108561 0.0 334.224513 0.048495 Long Closed
34 34 (entries/exits stock two, VLO) 70.090667 2023-09-07 128.882785 0.0 2023-10-04 124.394404 0.0 314.593634 0.034825 Short Closed
35 35 (entries/exits stock two, VLO) 64.318590 2023-10-04 120.805828 0.0 2023-11-01 120.183604 0.0 -40.020618 -0.005151 Long Closed
36 36 (entries/exits stock two, VLO) 77.831402 2023-11-01 119.441516 0.0 2023-12-06 116.600972 0.0 221.083536 0.023782 Short Closed
37 37 (entries/exits stock two, VLO) 70.869693 2023-12-06 116.324633 0.0 2023-12-14 122.322008 0.0 425.032056 0.051557 Long Closed
38 38 (entries/exits stock two, VLO) 77.341002 2023-12-14 122.628142 0.0 2024-01-09 121.118907 0.0 116.725753 0.012307 Short Closed
39 39 (entries/exits stock two, VLO) 74.474002 2024-01-09 120.540535 0.0 2024-01-25 127.337817 0.0 506.220840 0.056390 Long Closed
40 40 (entries/exits stock two, VLO) 94.368977 2024-01-25 131.650627 0.0 2024-04-18 150.127574 0.0 -1743.650612 -0.140348 Short Closed
41 41 (entries/exits stock two, VLO) 53.333154 2024-04-18 154.951379 0.0 2024-05-28 156.022372 0.0 57.119460 0.006912 Long Closed
42 42 (entries/exits stock two, VLO) 53.908933 2024-05-28 155.656311 0.0 2024-05-30 145.139114 0.0 566.970874 0.067567 Short Closed
43 43 (entries/exits stock two, VLO) 59.410669 2024-05-30 145.146940 0.0 2024-06-28 150.647642 0.0 326.800389 0.037897 Long Closed
44 44 (entries/exits stock two, VLO) 62.106056 2024-06-28 150.090527 0.0 2024-07-09 141.013861 0.0 563.715974 0.060475 Short Closed
45 45 (entries/exits stock two, VLO) 64.579579 2024-07-09 140.801309 0.0 2024-07-30 156.157959 0.0 991.725993 0.109066 Long Closed
46 46 (entries/exits stock two, VLO) 74.575642 2024-07-30 154.988535 0.0 2024-08-20 137.462958 0.0 1306.981105 0.113077 Short Closed
47 47 (entries/exits stock two, VLO) 83.574700 2024-08-20 136.349372 0.0 2024-10-03 139.034815 0.0 224.435104 0.019695 Long Closed
48 48 (entries/exits stock two, VLO) 91.560810 2024-10-03 138.069715 0.0 2024-10-23 129.485280 0.0 785.997845 0.062175 Short Closed
49 49 (entries/exits stock two, VLO) 86.507629 2024-10-23 128.539269 0.0 2024-11-07 131.720361 0.0 275.188719 0.024748 Long Closed
50 50 (entries/exits stock two, VLO) 96.938596 2024-11-07 132.168607 0.0 2024-12-04 131.374490 0.0 76.980572 0.006008 Short Closed
51 51 (entries/exits stock two, VLO) 101.562879 2024-12-04 130.043670 0.0 2025-01-13 129.457255 0.0 -59.558013 -0.004509 Long Closed
52 52 (entries/exits stock two, VLO) 118.893714 2025-01-13 130.717226 0.0 2025-02-12 130.674509 0.0 5.078736 0.000327 Short Closed
53 53 (entries/exits stock two, VLO) 110.249496 2025-02-12 128.593443 0.0 2025-03-20 132.269655 0.0 405.300496 0.028588 Long Closed
54 54 (entries/exits stock two, VLO) 105.322442 2025-03-20 132.440373 0.0 2025-04-03 113.292801 0.0 2016.669014 0.144575 Short Closed
55 55 (entries/exits stock two, VLO) 142.650026 2025-04-03 111.533779 0.0 2025-04-17 108.596936 0.0 -418.940676 -0.026331 Long Open
group
Start 2023-10-11 00:00:00
End 2025-09-11 00:00:00
Period 481 days 00:00:00
Start Value 10000.0
End Value 18679.508675
Total Return [%] 86.795087
Max Gross Exposure [%] 99883.232503
Total Fees Paid 0.0
Max Drawdown [%] 21.751453
Max Drawdown Duration 128 days 00:00:00
Profit Factor 2.316334
Expectancy 18.303117
Sharpe Ratio 1.836191
Calmar Ratio 2.789018
Omega Ratio 1.302438
Sortino Ratio 2.933669
Skew 0.397908
Kurtosis 3.113778
Tail Ratio 1.234879
Common Sense Ratio 1.984021
Value at Risk -0.020269
Alpha 0.638943
Beta 0.053703
Position Id Column Size Entry Timestamp Avg Entry Price Entry Fees Exit Timestamp Avg Exit Price Exit Fees PnL Return Direction Status
0 0 (entries/exits, MTCH) 134.175001 2023-10-12 36.279897 0.0 2023-11-01 29.597028 0.0 896.673982 0.184203 Short Closed
1 1 (entries/exits, MTCH) 171.727626 2023-11-01 28.937334 0.0 2023-12-06 32.020457 0.0 529.457373 0.106545 Long Closed
2 2 (entries/exits, MTCH) 145.921046 2023-12-06 32.251503 0.0 2023-12-14 33.866434 0.0 -235.652508 -0.050073 Short Closed
3 3 (entries/exits, MTCH) 140.424033 2023-12-14 33.928103 0.0 2024-01-09 38.074689 0.0 582.280359 0.122217 Long Closed
4 4 (entries/exits, MTCH) 146.562114 2024-01-09 38.076269 0.0 2024-01-25 37.311620 0.0 112.068494 0.020082 Short Closed
5 5 (entries/exits, MTCH) 182.307226 2024-01-25 36.526730 0.0 2024-04-18 32.575773 0.0 -720.288108 -0.108166 Long Closed
6 6 (entries/exits, MTCH) 178.300230 2024-04-18 31.289132 0.0 2024-05-28 29.147821 0.0 381.796220 0.068436 Short Closed
7 7 (entries/exits, MTCH) 156.029042 2024-05-28 28.838515 0.0 2024-05-30 29.432579 0.0 92.691238 0.020600 Long Closed
8 8 (entries/exits, MTCH) 181.733053 2024-05-30 29.544618 0.0 2024-06-28 30.008479 0.0 -84.298908 -0.015700 Short Closed
9 9 (entries/exits, MTCH) 164.447016 2024-06-28 29.797055 0.0 2024-07-09 30.387410 0.0 97.082200 0.019813 Long Closed
10 10 (entries/exits, MTCH) 184.028582 2024-07-09 30.679825 0.0 2024-07-30 33.132400 0.0 -451.343924 -0.079941 Short Closed
11 11 (entries/exits, MTCH) 170.492762 2024-07-30 33.366055 0.0 2024-08-20 35.889096 0.0 430.160156 0.075617 Long Closed
12 12 (entries/exits, MTCH) 186.661694 2024-08-20 35.866987 0.0 2024-10-03 36.563560 0.0 -130.023499 -0.019421 Short Closed
13 13 (entries/exits, MTCH) 168.473109 2024-10-03 36.687154 0.0 2024-10-23 36.949167 0.0 44.142045 0.007142 Long Closed
14 14 (entries/exits, MTCH) 174.494400 2024-10-23 36.869087 0.0 2024-11-07 30.841998 0.0 1051.693259 0.163473 Short Closed
15 15 (entries/exits, MTCH) 231.067825 2024-11-07 30.577084 0.0 2024-12-04 32.159245 0.0 365.586598 0.051743 Long Closed
16 16 (entries/exits, MTCH) 283.443352 2024-12-04 32.024262 0.0 2025-01-13 31.133756 0.0 252.408051 0.027807 Short Closed
17 17 (entries/exits, MTCH) 245.199283 2025-01-13 31.100165 0.0 2025-02-12 33.624958 0.0 619.077526 0.081183 Long Closed
18 18 (entries/exits, MTCH) 286.116188 2025-02-12 32.964230 0.0 2025-03-20 30.966649 0.0 571.540214 0.060598 Short Closed
19 19 (entries/exits, MTCH) 257.395775 2025-03-20 30.806570 0.0 2025-04-03 30.086596 0.0 -185.318340 -0.023371 Long Closed
20 20 (entries/exits, MTCH) 320.232057 2025-04-03 29.705662 0.0 2025-05-02 30.312969 0.0 -194.479179 -0.020444 Short Closed
21 21 (entries/exits, MTCH) 345.569623 2025-05-02 30.502232 0.0 2025-07-30 33.109807 0.0 901.098743 0.085488 Long Closed
22 22 (entries/exits, MTCH) 255.875822 2025-07-30 34.578123 0.0 2025-08-22 37.345500 0.0 -708.105000 -0.080033 Short Closed
23 23 (entries/exits, MTCH) 207.873717 2025-08-22 37.306730 0.0 2025-09-11 38.006526 0.0 145.469121 0.018758 Long Open
24 24 (entries/exits stock two, VLO) 55.678091 2023-10-12 118.734811 0.0 2023-11-01 120.156200 0.0 79.140216 0.011971 Long Closed
25 25 (entries/exits stock two, VLO) 68.614348 2023-11-01 119.447699 0.0 2023-12-06 116.598346 0.0 195.506543 0.023854 Short Closed
26 26 (entries/exits stock two, VLO) 62.655722 2023-12-06 116.323794 0.0 2023-12-14 122.317109 0.0 375.515477 0.051523 Long Closed
27 27 (entries/exits stock two, VLO) 68.265384 2023-12-14 122.628221 0.0 2024-01-09 121.114471 0.0 103.336760 0.012344 Short Closed
28 28 (entries/exits stock two, VLO) 65.887423 2024-01-09 120.539936 0.0 2024-01-25 127.333298 0.0 447.597161 0.056358 Long Closed
29 29 (entries/exits stock two, VLO) 83.258979 2024-01-25 131.637627 0.0 2024-04-18 150.135187 0.0 -1540.088019 -0.140519 Short Closed
30 30 (entries/exits stock two, VLO) 47.296998 2024-04-18 154.943072 0.0 2024-05-28 156.015189 0.0 50.707902 0.006919 Long Closed
31 31 (entries/exits stock two, VLO) 47.670213 2024-05-28 155.659982 0.0 2024-05-30 145.139114 0.0 501.531996 0.067589 Short Closed
32 32 (entries/exits stock two, VLO) 52.619478 2024-05-30 145.147166 0.0 2024-06-28 150.643486 0.0 289.213507 0.037867 Long Closed
33 33 (entries/exits stock two, VLO) 54.841854 2024-06-28 150.092910 0.0 2024-07-09 141.016655 0.0 497.758674 0.060471 Short Closed
34 34 (entries/exits stock two, VLO) 57.092222 2024-07-09 140.804019 0.0 2024-07-30 156.122597 0.0 874.571637 0.108794 Long Closed
35 35 (entries/exits stock two, VLO) 65.723425 2024-07-30 154.991190 0.0 2024-08-20 137.467885 0.0 1151.691616 0.113060 Short Closed
36 36 (entries/exits stock two, VLO) 73.831523 2024-08-20 136.336193 0.0 2024-10-03 139.021550 0.0 198.263977 0.019697 Long Closed
37 37 (entries/exits stock two, VLO) 80.459412 2024-10-03 138.077177 0.0 2024-10-23 129.482351 0.0 691.534658 0.062247 Short Closed
38 38 (entries/exits stock two, VLO) 76.118431 2024-10-23 128.534901 0.0 2024-11-07 131.718069 0.0 242.297783 0.024765 Long Closed
39 39 (entries/exits stock two, VLO) 85.419577 2024-11-07 132.171625 0.0 2024-12-04 131.370970 0.0 68.391658 0.006058 Short Closed
40 40 (entries/exits stock two, VLO) 89.802448 2024-12-04 130.019550 0.0 2025-01-13 129.436459 0.0 -52.362979 -0.004485 Long Closed
41 41 (entries/exits stock two, VLO) 104.729416 2025-01-13 130.717256 0.0 2025-02-12 130.661123 0.0 5.878728 0.000429 Short Closed
42 42 (entries/exits stock two, VLO) 97.714852 2025-02-12 128.587962 0.0 2025-03-20 132.258573 0.0 358.673167 0.028546 Long Closed
43 43 (entries/exits stock two, VLO) 92.931023 2025-03-20 132.442960 0.0 2025-04-03 113.277496 0.0 1781.066180 0.144707 Short Closed
44 44 (entries/exits stock two, VLO) 126.946164 2025-04-03 111.497773 0.0 2025-05-02 116.376235 0.0 619.302023 0.043754 Long Closed
45 45 (entries/exits stock two, VLO) 163.524658 2025-05-02 122.332784 0.0 2025-07-30 136.087271 0.0 -2249.197752 -0.112435 Short Closed
46 46 (entries/exits stock two, VLO) 91.389246 2025-07-30 138.018049 0.0 2025-08-22 144.448203 0.0 587.646959 0.046589 Long Closed
47 47 (entries/exits stock two, VLO) 84.968416 2025-08-22 145.812103 0.0 2025-09-11 157.136138 0.0 -962.185308 -0.077662 Short Open
group
Start 2022-12-22 00:00:00
End 2024-11-20 00:00:00
Period 481 days 00:00:00
Start Value 10000.0
End Value 11899.360191
Total Return [%] 18.993602
Max Gross Exposure [%] 2541.287787
Total Fees Paid 0.0
Max Drawdown [%] 24.042186
Max Drawdown Duration 302 days 00:00:00
Profit Factor 1.389011
Expectancy 4.51723
Sharpe Ratio 0.701927
Calmar Ratio 0.586735
Omega Ratio 1.109747
Sortino Ratio 1.039264
Skew 0.29897
Kurtosis 5.251123
Tail Ratio 0.939951
Common Sense Ratio 1.072545
Value at Risk -0.018122
Alpha 0.204894
Beta -0.08388
Position Id Column Size Entry Timestamp Avg Entry Price Entry Fees Exit Timestamp Avg Exit Price Exit Fees PnL Return Direction Status
0 0 (entries/exits, PAYX) 63.850186 2023-01-18 107.052110 0.0 2023-03-28 102.262029 0.0 -305.847583 -0.044745 Long Closed
1 1 (entries/exits, PAYX) 61.418418 2023-03-28 101.232380 0.0 2023-05-02 100.572190 0.0 40.547825 0.006522 Short Closed
2 2 (entries/exits, PAYX) 59.735252 2023-05-02 99.899039 0.0 2023-06-05 104.160396 0.0 254.553246 0.042657 Long Closed
3 3 (entries/exits, PAYX) 55.248137 2023-06-05 104.481705 0.0 2023-06-22 104.202930 0.0 15.401836 0.002668 Short Closed
4 4 (entries/exits, PAYX) 56.533075 2023-06-22 104.114443 0.0 2023-07-10 108.769902 0.0 263.187385 0.044715 Long Closed
5 5 (entries/exits, PAYX) 61.717436 2023-07-10 110.074785 0.0 2023-08-18 114.174227 0.0 -253.007034 -0.037242 Short Closed
6 6 (entries/exits, PAYX) 58.975883 2023-08-18 113.001209 0.0 2023-10-06 110.856622 0.0 -126.478861 -0.018978 Long Closed
7 7 (entries/exits, PAYX) 55.895349 2023-10-06 110.451181 0.0 2023-10-27 103.866372 0.0 368.060185 0.059617 Short Closed
8 8 (entries/exits, PAYX) 53.835052 2023-10-27 103.314720 0.0 2023-11-29 113.783593 0.0 563.592266 0.101330 Long Closed
9 9 (entries/exits, PAYX) 44.882755 2023-11-29 115.148277 0.0 2023-12-08 117.804810 0.0 -119.232499 -0.023071 Short Closed
10 10 (entries/exits, PAYX) 44.136995 2023-12-08 117.825256 0.0 2023-12-13 121.689468 0.0 170.554690 0.032796 Long Closed
11 11 (entries/exits, PAYX) 44.371464 2023-12-13 121.696761 0.0 2023-12-21 113.185463 0.0 377.658750 0.069939 Short Closed
12 12 (entries/exits, PAYX) 57.982190 2023-12-21 113.309387 0.0 2024-03-28 117.069975 0.0 218.047129 0.033189 Long Closed
13 13 (entries/exits, PAYX) 55.677664 2024-03-28 117.159290 0.0 2024-06-06 117.544155 0.0 -21.428333 -0.003285 Short Closed
14 14 (entries/exits, PAYX) 44.177242 2024-06-06 117.276542 0.0 2024-07-17 121.670945 0.0 194.132617 0.037470 Long Closed
15 15 (entries/exits, PAYX) 46.365807 2024-07-17 122.008047 0.0 2024-08-19 121.753304 0.0 11.811357 0.002088 Short Closed
16 16 (entries/exits, PAYX) 42.115155 2024-08-19 121.839357 0.0 2024-09-03 128.225223 0.0 268.941725 0.052412 Long Closed
17 17 (entries/exits, PAYX) 45.162174 2024-09-03 128.385286 0.0 2024-09-24 129.934537 0.0 -69.967545 -0.012067 Short Closed
18 18 (entries/exits, PAYX) 41.995920 2024-09-24 129.928884 0.0 2024-10-01 136.915991 0.0 293.429992 0.053776 Long Closed
19 19 (entries/exits, PAYX) 43.624920 2024-10-01 136.804091 0.0 2024-10-11 135.093518 0.0 74.623605 0.012504 Short Closed
20 20 (entries/exits, PAYX) 47.561343 2024-10-11 135.350666 0.0 2024-10-31 135.545816 0.0 9.281582 0.001442 Long Closed
21 21 (entries/exits, PAYX) 53.497561 2024-10-31 135.893783 0.0 2024-11-20 139.475315 0.0 -191.603231 -0.026355 Short Open
22 22 (entries/exits stock two, UBER) 244.678372 2023-01-18 30.195940 0.0 2023-03-28 31.424379 0.0 -300.572472 -0.040682 Short Closed
23 23 (entries/exits stock two, UBER) 164.498712 2023-03-28 30.152000 0.0 2023-05-02 35.641409 0.0 903.000621 0.182058 Long Closed
24 24 (entries/exits stock two, UBER) 149.148924 2023-05-02 36.708686 0.0 2023-06-05 40.028360 0.0 -495.125764 -0.090433 Short Closed
25 25 (entries/exits stock two, UBER) 121.104537 2023-06-05 40.447858 0.0 2023-06-22 42.758252 0.0 279.799091 0.057120 Long Closed
26 26 (entries/exits stock two, UBER) 125.604604 2023-06-22 42.783847 0.0 2023-07-10 42.864965 0.0 -10.188751 -0.001896 Short Closed
27 27 (entries/exits stock two, UBER) 128.366960 2023-07-10 43.061198 0.0 2023-08-18 44.913572 0.0 237.783697 0.043017 Long Closed
28 28 (entries/exits stock two, UBER) 140.589467 2023-08-18 44.869165 0.0 2023-10-06 46.015070 0.0 -161.102122 -0.025539 Short Closed
29 29 (entries/exits stock two, UBER) 119.635625 2023-10-06 45.367481 0.0 2023-10-27 41.405926 0.0 -473.943054 -0.087321 Long Closed
30 30 (entries/exits stock two, UBER) 116.797637 2023-10-27 41.453110 0.0 2023-11-29 53.649556 0.0 -1424.516044 -0.294223 Short Closed
31 31 (entries/exits stock two, UBER) 77.252463 2023-11-29 56.416761 0.0 2023-12-08 61.517771 0.0 394.065584 0.090417 Long Closed
32 32 (entries/exits stock two, UBER) 71.910705 2023-12-08 61.700001 0.0 2023-12-13 61.976377 0.0 -19.874376 -0.004479 Short Closed
33 33 (entries/exits stock two, UBER) 74.395483 2023-12-13 61.948715 0.0 2023-12-21 61.465770 0.0 -35.928905 -0.007796 Long Closed
34 34 (entries/exits stock two, UBER) 111.553126 2023-12-21 63.844672 0.0 2024-03-28 74.015641 0.0 -1134.603393 -0.159308 Short Closed
35 35 (entries/exits stock two, UBER) 72.801613 2024-03-28 75.037174 0.0 2024-06-06 69.061963 0.0 -435.004952 -0.079630 Long Closed
36 36 (entries/exits stock two, UBER) 71.442035 2024-06-06 69.214839 0.0 2024-07-17 69.654736 0.0 -31.427146 -0.006356 Short Closed
37 37 (entries/exits stock two, UBER) 67.949391 2024-07-17 67.972838 0.0 2024-08-19 73.265842 0.0 359.656391 0.077869 Long Closed
38 38 (entries/exits stock two, UBER) 62.267924 2024-08-19 74.073117 0.0 2024-09-03 71.931155 0.0 133.375546 0.028917 Short Closed
39 39 (entries/exits stock two, UBER) 65.790375 2024-09-03 71.829945 0.0 2024-09-24 77.036519 0.0 342.542473 0.072485 Long Closed
40 40 (entries/exits stock two, UBER) 62.025992 2024-09-24 77.365703 0.0 2024-10-01 74.239998 0.0 193.874956 0.040402 Short Closed
41 41 (entries/exits stock two, UBER) 66.072662 2024-10-01 74.227065 0.0 2024-10-11 85.963670 0.0 775.468739 0.158118 Long Closed
42 42 (entries/exits stock two, UBER) 72.429212 2024-10-11 85.473711 0.0 2024-10-31 72.455313 0.0 942.912344 0.152309 Short Closed
43 43 (entries/exits stock two, UBER) 83.543091 2024-10-31 71.949377 0.0 2024-11-20 69.829616 0.0 -177.091378 -0.029462 Long Open
group
Start 2023-05-18 00:00:00
End 2025-04-17 00:00:00
Period 481 days 00:00:00
Start Value 10000.0
End Value 16773.068832
Total Return [%] 67.730688
Max Gross Exposure [%] 144.258138
Total Fees Paid 0.0
Max Drawdown [%] 13.537067
Max Drawdown Duration 163 days 00:00:00
Profit Factor 2.342596
Expectancy 11.639228
Sharpe Ratio 2.096928
Calmar Ratio 3.55041
Omega Ratio 1.352079
Sortino Ratio 3.266397
Skew 0.155599
Kurtosis 3.346699
Tail Ratio 1.137562
Common Sense Ratio 1.684299
Value at Risk -0.014398
Alpha 0.554614
Beta -0.134842
Position Id Column Size Entry Timestamp Avg Entry Price Entry Fees Exit Timestamp Avg Exit Price Exit Fees PnL Return Direction Status
0 0 (entries/exits, PAYX) 71.201010 2023-05-31 98.209610 0.0 2023-06-05 104.431820 0.0 443.027620 0.063356 Long Closed
1 1 (entries/exits, PAYX) 73.080572 2023-06-05 104.487049 0.0 2023-06-22 104.232392 0.0 18.610479 0.002437 Short Closed
2 2 (entries/exits, PAYX) 72.431554 2023-06-22 104.124180 0.0 2023-07-10 108.853942 0.0 342.584006 0.045424 Long Closed
3 3 (entries/exits, PAYX) 80.492459 2023-07-10 110.036270 0.0 2023-08-18 114.120683 0.0 -328.764463 -0.037119 Short Closed
4 4 (entries/exits, PAYX) 72.542168 2023-08-18 113.181604 0.0 2023-10-06 110.801170 0.0 -172.681915 -0.021032 Long Closed
5 5 (entries/exits, PAYX) 72.927767 2023-10-06 110.385239 0.0 2023-10-27 103.766474 0.0 482.691782 0.059961 Short Closed
6 6 (entries/exits, PAYX) 71.477231 2023-10-27 103.308644 0.0 2023-11-29 114.218568 0.0 779.811135 0.105605 Long Closed
7 7 (entries/exits, PAYX) 63.640126 2023-11-29 115.130343 0.0 2023-12-08 117.804713 0.0 -170.197282 -0.023229 Short Closed
8 8 (entries/exits, PAYX) 61.775415 2023-12-08 117.825256 0.0 2023-12-13 121.700182 0.0 239.375146 0.032887 Long Closed
9 9 (entries/exits, PAYX) 62.729478 2023-12-13 121.695423 0.0 2023-12-21 113.200178 0.0 532.902307 0.069807 Short Closed
10 10 (entries/exits, PAYX) 78.189760 2023-12-21 113.213127 0.0 2024-03-28 117.206063 0.0 312.206733 0.035269 Long Closed
11 11 (entries/exits, PAYX) 85.185749 2024-03-28 117.134794 0.0 2024-06-06 117.576047 0.0 -37.588461 -0.003767 Short Closed
12 12 (entries/exits, PAYX) 65.047567 2024-06-06 117.360930 0.0 2024-07-17 121.890118 0.0 294.612604 0.038592 Long Closed
13 13 (entries/exits, PAYX) 70.910265 2024-07-17 121.995022 0.0 2024-08-19 121.747731 0.0 17.535461 0.002027 Short Closed
14 14 (entries/exits, PAYX) 63.200745 2024-08-19 121.815204 0.0 2024-09-03 128.251841 0.0 406.800263 0.052839 Long Closed
15 15 (entries/exits, PAYX) 67.778609 2024-09-03 128.335838 0.0 2024-09-24 129.937286 0.0 -108.543913 -0.012479 Short Closed
16 16 (entries/exits, PAYX) 62.508765 2024-09-24 129.938280 0.0 2024-10-01 136.917240 0.0 436.246163 0.053710 Long Closed
17 17 (entries/exits, PAYX) 65.251618 2024-10-01 136.807190 0.0 2024-10-11 135.091582 0.0 111.946198 0.012540 Short Closed
18 18 (entries/exits, PAYX) 68.461203 2024-10-11 135.258111 0.0 2024-10-31 135.529994 0.0 18.613474 0.002010 Long Closed
19 19 (entries/exits, PAYX) 89.564433 2024-10-31 136.054596 0.0 2025-01-03 137.842822 0.0 -160.161488 -0.013143 Short Closed
20 20 (entries/exits, PAYX) 67.899522 2025-01-03 136.829892 0.0 2025-01-30 144.766347 0.0 538.881458 0.058002 Long Closed
21 21 (entries/exits, PAYX) 67.187984 2025-01-30 144.998038 0.0 2025-02-07 144.718221 0.0 18.800361 0.001930 Short Closed
22 22 (entries/exits, PAYX) 69.980622 2025-02-07 144.711668 0.0 2025-03-10 152.004032 0.0 510.324149 0.050392 Long Closed
23 23 (entries/exits, PAYX) 74.536712 2025-03-10 151.350948 0.0 2025-03-20 143.178128 0.0 609.175159 0.053999 Short Closed
24 24 (entries/exits, PAYX) 75.146726 2025-03-20 143.160986 0.0 2025-03-31 151.921504 0.0 658.324287 0.061193 Long Closed
25 25 (entries/exits, PAYX) 92.515090 2025-03-31 149.619481 0.0 2025-04-17 143.029373 0.0 609.684445 0.044046 Short Open
26 26 (entries/exits stock two, UBER) 79.287543 2023-05-31 37.930000 0.0 2023-06-05 40.397971 0.0 -195.679355 -0.065066 Short Closed
27 27 (entries/exits stock two, UBER) 81.578249 2023-06-05 40.454711 0.0 2023-06-22 42.743679 0.0 186.730017 0.056581 Long Closed
28 28 (entries/exits stock two, UBER) 81.608924 2023-06-22 42.786339 0.0 2023-07-10 42.850233 0.0 -5.214287 -0.001493 Short Closed
29 29 (entries/exits stock two, UBER) 87.541451 2023-07-10 43.124226 0.0 2023-08-18 44.964752 0.0 161.122369 0.042680 Long Closed
30 30 (entries/exits stock two, UBER) 88.293328 2023-08-18 44.840957 0.0 2023-10-06 46.014796 0.0 -103.642131 -0.026178 Short Closed
31 31 (entries/exits stock two, UBER) 81.394978 2023-10-06 45.262231 0.0 2023-10-27 41.450094 0.0 -310.288840 -0.084223 Long Closed
32 32 (entries/exits stock two, UBER) 78.774822 2023-10-27 41.491732 0.0 2023-11-29 53.979526 0.0 -983.723754 -0.300971 Short Closed
33 33 (entries/exits stock two, UBER) 55.760111 2023-11-29 56.421412 0.0 2023-12-08 61.465758 0.0 281.273330 0.089405 Long Closed
34 34 (entries/exits stock two, UBER) 50.926024 2023-12-08 61.702191 0.0 2023-12-13 61.974531 0.0 -13.869206 -0.004414 Short Closed
35 35 (entries/exits stock two, UBER) 53.234245 2023-12-13 61.942663 0.0 2023-12-21 61.467428 0.0 -25.298748 -0.007672 Long Closed
36 36 (entries/exits stock two, UBER) 78.336442 2023-12-21 63.750541 0.0 2024-03-28 74.275822 0.0 -824.513065 -0.165101 Short Closed
37 37 (entries/exits stock two, UBER) 59.123127 2024-03-28 74.597541 0.0 2024-06-06 69.090645 0.0 -325.584905 -0.073821 Long Closed
38 38 (entries/exits stock two, UBER) 54.419214 2024-06-06 69.216833 0.0 2024-07-17 69.565464 0.0 -18.972258 -0.005037 Short Closed
39 39 (entries/exits stock two, UBER) 54.450643 2024-07-17 67.800471 0.0 2024-08-19 73.016472 0.0 284.014608 0.076932 Long Closed
40 40 (entries/exits stock two, UBER) 47.377840 2024-08-19 74.080956 0.0 2024-09-03 71.915565 0.0 102.591579 0.029230 Short Closed
41 41 (entries/exits stock two, UBER) 51.244999 2024-09-03 71.812997 0.0 2024-09-24 76.924238 0.0 261.925539 0.071174 Long Closed
42 42 (entries/exits stock two, UBER) 46.707161 2024-09-24 77.368995 0.0 2024-10-01 74.242851 0.0 146.013319 0.040406 Short Closed
43 43 (entries/exits stock two, UBER) 50.268764 2024-10-01 74.223276 0.0 2024-10-11 85.854782 0.0 584.701433 0.156710 Long Closed
44 44 (entries/exits stock two, UBER) 52.706305 2024-10-11 85.573143 0.0 2024-10-31 72.406878 0.0 693.945195 0.153860 Short Closed
45 45 (entries/exits stock two, UBER) 75.686791 2024-10-31 70.415186 0.0 2025-01-03 65.365428 0.0 -382.200004 -0.071714 Long Closed
46 46 (entries/exits stock two, UBER) 68.984248 2025-01-03 64.786541 0.0 2025-01-30 66.633830 0.0 -127.433820 -0.028513 Short Closed
47 47 (entries/exits stock two, UBER) 63.366692 2025-01-30 66.492700 0.0 2025-02-07 74.170481 0.0 486.515589 0.115468 Long Closed
48 48 (entries/exits stock two, UBER) 68.455025 2025-02-07 74.899830 0.0 2025-03-10 73.961298 0.0 64.247249 0.012530 Short Closed
49 49 (entries/exits stock two, UBER) 65.830110 2025-03-10 72.817732 0.0 2025-03-20 74.213285 0.0 91.869375 0.019165 Long Closed
50 50 (entries/exits stock two, UBER) 67.464553 2025-03-20 74.304541 0.0 2025-03-31 72.973794 0.0 89.778222 0.017909 Short Closed
51 51 (entries/exits stock two, UBER) 81.389836 2025-03-31 71.771360 0.0 2025-04-17 74.849701 0.0 250.545671 0.042891 Long Open
group
Start 2023-10-11 00:00:00
End 2025-09-11 00:00:00
Period 481 days 00:00:00
Start Value 10000.0
End Value 22111.966089
Total Return [%] 121.119661
Max Gross Exposure [%] 117.867359
Total Fees Paid 0.0
Max Drawdown [%] 8.651033
Max Drawdown Duration 61 days 00:00:00
Profit Factor 5.600566
Expectancy 24.37684
Sharpe Ratio 2.694149
Calmar Ratio 9.548711
Omega Ratio 1.513263
Sortino Ratio 4.103636
Skew -0.562834
Kurtosis 9.573137
Tail Ratio 1.384236
Common Sense Ratio 2.527701
Value at Risk -0.013816
Alpha 1.087668
Beta -0.303641
Position Id Column Size Entry Timestamp Avg Entry Price Entry Fees Exit Timestamp Avg Exit Price Exit Fees PnL Return Direction Status
0 0 (entries/exits, PAYX) 93.285724 2023-10-12 111.229472 0.0 2023-10-27 103.523446 0.0 718.862181 0.069280 Short Closed
1 1 (entries/exits, PAYX) 94.229471 2023-10-27 103.298841 0.0 2023-11-29 114.840909 0.0 1087.602995 0.111735 Long Closed
2 2 (entries/exits, PAYX) 92.243442 2023-11-29 115.126973 0.0 2023-12-08 117.808245 0.0 -247.329740 -0.023290 Short Closed
3 3 (entries/exits, PAYX) 87.405186 2023-12-08 117.825256 0.0 2023-12-13 121.714707 0.0 339.958136 0.033010 Long Closed
4 4 (entries/exits, PAYX) 89.961160 2023-12-13 121.693637 0.0 2023-12-21 113.219981 0.0 762.299941 0.069631 Short Closed
5 5 (entries/exits, PAYX) 103.947602 2023-12-21 113.043901 0.0 2024-03-28 117.419604 0.0 454.843809 0.038708 Long Closed
6 6 (entries/exits, PAYX) 138.503429 2024-03-28 117.078144 0.0 2024-06-06 117.582083 0.0 -69.797312 -0.004304 Short Closed
7 7 (entries/exits, PAYX) 98.003847 2024-06-06 117.485535 0.0 2024-07-17 122.209004 0.0 462.918157 0.040205 Long Closed
8 8 (entries/exits, PAYX) 113.767995 2024-07-17 121.965577 0.0 2024-08-19 121.729628 0.0 26.843501 0.001935 Short Closed
9 9 (entries/exits, PAYX) 97.692074 2024-08-19 121.781558 0.0 2024-09-03 128.288472 0.0 635.673890 0.053431 Long Closed
10 10 (entries/exits, PAYX) 106.223905 2024-09-03 128.283587 0.0 2024-09-24 129.934803 0.0 -175.398575 -0.012872 Short Closed
11 11 (entries/exits, PAYX) 95.520906 2024-09-24 129.951249 0.0 2024-10-01 136.918931 0.0 665.559336 0.053618 Long Closed
12 12 (entries/exits, PAYX) 100.590049 2024-10-01 136.806006 0.0 2024-10-11 135.087295 0.0 172.885242 0.012563 Short Closed
13 13 (entries/exits, PAYX) 99.928045 2024-10-11 135.126263 0.0 2024-10-31 135.508390 0.0 38.185145 0.002828 Long Closed
14 14 (entries/exits, PAYX) 133.352883 2024-10-31 136.165625 0.0 2025-01-03 137.894188 0.0 -230.508840 -0.012695 Short Closed
15 15 (entries/exits, PAYX) 97.908513 2025-01-03 136.761144 0.0 2025-01-30 144.886770 0.0 795.567963 0.059415 Long Closed
16 16 (entries/exits, PAYX) 98.717759 2025-01-30 144.967058 0.0 2025-02-07 144.693251 0.0 27.029710 0.001889 Short Closed
17 17 (entries/exits, PAYX) 99.089322 2025-02-07 144.631809 0.0 2025-03-10 152.188046 0.0 748.742442 0.052245 Long Closed
18 18 (entries/exits, PAYX) 112.867593 2025-03-10 151.124398 0.0 2025-03-20 143.209174 0.0 893.372229 0.052376 Short Closed
19 19 (entries/exits, PAYX) 110.206620 2025-03-20 143.124918 0.0 2025-03-31 151.997488 0.0 977.815947 0.061992 Long Closed
20 20 (entries/exits, PAYX) 145.395169 2025-03-31 149.232445 0.0 2025-04-21 139.346961 0.0 1437.301637 0.066242 Short Closed
21 21 (entries/exits, PAYX) 130.746213 2025-04-21 138.394249 0.0 2025-05-21 154.769857 0.0 2141.048813 0.118326 Long Closed
22 22 (entries/exits, PAYX) 145.424635 2025-05-21 154.836998 0.0 2025-06-20 148.634378 0.0 902.013725 0.040059 Short Closed
23 23 (entries/exits, PAYX) 139.998119 2025-06-20 147.839423 0.0 2025-07-23 145.265008 0.0 -360.413293 -0.017414 Long Closed
24 24 (entries/exits, PAYX) 155.383499 2025-07-23 144.863938 0.0 2025-08-11 139.047788 0.0 903.733806 0.040149 Short Closed
25 25 (entries/exits, PAYX) 151.844901 2025-08-11 138.571536 0.0 2025-09-11 135.502128 0.0 -466.073862 -0.022150 Long Open
26 26 (entries/exits stock two, UBER) 23.204587 2023-10-12 45.249544 0.0 2023-10-27 41.401491 0.0 -89.292479 -0.085041 Long Closed
27 27 (entries/exits stock two, UBER) 22.791720 2023-10-27 41.599624 0.0 2023-11-29 54.442714 0.0 -292.716108 -0.308731 Short Closed
28 28 (entries/exits stock two, UBER) 17.595995 2023-11-29 56.427513 0.0 2023-12-08 61.396452 0.0 87.433437 0.088059 Long Closed
29 29 (entries/exits stock two, UBER) 15.665162 2023-12-08 61.705449 0.0 2023-12-13 61.972250 0.0 -4.179474 -0.004324 Short Closed
30 30 (entries/exits stock two, UBER) 16.599766 2023-12-13 61.934617 0.0 2023-12-21 61.469646 0.0 -7.718405 -0.007507 Long Closed
31 31 (entries/exits stock two, UBER) 23.793111 2023-12-21 63.602656 0.0 2024-03-28 74.628866 0.0 -262.347836 -0.173361 Short Closed
32 32 (entries/exits stock two, UBER) 21.720653 2024-03-28 74.071902 0.0 2024-06-06 69.120146 0.0 -107.555375 -0.066851 Long Closed
33 33 (entries/exits stock two, UBER) 18.398943 2024-06-06 69.219256 0.0 2024-07-17 69.442485 0.0 -4.107188 -0.003225 Short Closed
34 34 (entries/exits stock two, UBER) 19.683248 2024-07-17 67.578396 0.0 2024-08-19 72.691281 0.0 100.638199 0.075659 Long Closed
35 35 (entries/exits stock two, UBER) 15.968602 2024-08-19 74.091888 0.0 2024-09-03 71.895194 0.0 35.078125 0.029648 Short Closed
36 36 (entries/exits stock two, UBER) 17.813395 2024-09-03 71.790518 0.0 2024-09-24 76.776475 0.0 88.816818 0.069451 Long Closed
37 37 (entries/exits stock two, UBER) 15.530656 2024-09-24 77.373165 0.0 2024-10-01 74.250575 0.0 48.495869 0.040358 Short Closed
38 38 (entries/exits stock two, UBER) 16.925168 2024-10-01 74.218157 0.0 2024-10-11 85.708673 0.0 194.478904 0.154821 Long Closed
39 39 (entries/exits stock two, UBER) 16.701231 2024-10-11 85.710677 0.0 2024-10-31 72.340776 0.0 223.293808 0.155989 Short Closed
40 40 (entries/exits stock two, UBER) 25.516487 2024-10-31 70.046151 0.0 2025-01-03 65.517078 0.0 -115.566017 -0.064658 Long Closed
41 41 (entries/exits stock two, UBER) 21.886794 2025-01-03 64.788969 0.0 2025-01-30 66.615448 0.0 -39.975776 -0.028191 Short Closed
42 42 (entries/exits stock two, UBER) 20.824532 2025-01-30 66.465950 0.0 2025-02-07 74.045489 0.0 157.840351 0.114036 Long Closed
43 43 (entries/exits stock two, UBER) 21.061807 2025-02-07 74.859681 0.0 2025-03-10 73.769530 0.0 22.960540 0.014563 Short Closed
44 44 (entries/exits stock two, UBER) 21.622527 2025-03-10 72.750157 0.0 2025-03-20 74.172699 0.0 30.758968 0.019554 Long Closed
45 45 (entries/exits stock two, UBER) 21.608748 2025-03-20 74.314041 0.0 2025-03-31 72.955058 0.0 29.365916 0.018287 Short Closed
46 46 (entries/exits stock two, UBER) 28.018326 2025-03-31 71.501134 0.0 2025-04-21 72.941440 0.0 40.354959 0.020144 Long Closed
47 47 (entries/exits stock two, UBER) 25.391741 2025-04-21 74.069852 0.0 2025-05-21 87.871170 0.0 -350.439497 -0.186328 Short Closed
48 48 (entries/exits stock two, UBER) 24.474500 2025-05-21 88.097529 0.0 2025-06-20 83.956013 0.0 -101.361527 -0.047011 Long Closed
49 49 (entries/exits stock two, UBER) 25.499243 2025-06-20 84.732270 0.0 2025-07-23 90.498121 0.0 -147.024827 -0.068048 Short Closed
50 50 (entries/exits stock two, UBER) 23.322204 2025-07-23 89.729488 0.0 2025-08-11 90.634228 0.0 21.100530 0.010083 Long Closed
51 51 (entries/exits stock two, UBER) 24.256972 2025-08-11 90.873809 0.0 2025-09-11 94.547096 0.0 -89.102809 -0.040422 Short Open
group
Start 2022-12-22 00:00:00
End 2024-11-20 00:00:00
Period 481 days 00:00:00
Start Value 10000.0
End Value 16863.932962
Total Return [%] 68.63933
Max Gross Exposure [%] 157.680748
Total Fees Paid 0.0
Max Drawdown [%] 20.691734
Max Drawdown Duration 264 days 00:00:00
Profit Factor 2.1247
Expectancy 14.234879
Sharpe Ratio 1.6871
Calmar Ratio 2.352166
Omega Ratio 1.288038
Sortino Ratio 2.83547
Skew 1.655253
Kurtosis 14.865804
Tail Ratio 1.140683
Common Sense Ratio 1.695858
Value at Risk -0.018821
Alpha 0.516427
Beta 0.033748
Position Id Column Size Entry Timestamp Avg Entry Price Entry Fees Exit Timestamp Avg Exit Price Exit Fees PnL Return Direction Status
0 0 (entries/exits, RL) 65.920171 2023-01-09 109.045830 0.0 2023-01-18 113.352980 0.0 283.928092 0.039499 Long Closed
1 1 (entries/exits, RL) 71.154337 2023-01-18 113.566260 0.0 2023-02-01 121.319652 0.0 -551.687478 -0.068272 Short Closed
2 2 (entries/exits, RL) 73.067738 2023-02-01 119.542399 0.0 2023-05-23 104.759634 0.0 -1080.143172 -0.123661 Long Closed
3 3 (entries/exits, RL) 72.141706 2023-05-23 103.811292 0.0 2023-06-15 114.808008 0.0 -793.321919 -0.105930 Short Closed
4 4 (entries/exits, RL) 53.803446 2023-06-15 116.604027 0.0 2023-07-19 123.993209 0.0 397.563455 0.063370 Long Closed
5 5 (entries/exits, RL) 70.588497 2023-07-19 122.132345 0.0 2023-08-29 112.986339 0.0 645.602806 0.074886 Short Closed
6 6 (entries/exits, RL) 62.401949 2023-08-29 111.805800 0.0 2023-09-26 109.571014 0.0 -139.454992 -0.019988 Long Closed
7 7 (entries/exits, RL) 77.017531 2023-09-26 109.346679 0.0 2023-10-31 109.694675 0.0 -26.801802 -0.003183 Short Closed
8 8 (entries/exits, RL) 63.192987 2023-10-31 109.630871 0.0 2023-12-08 127.224503 0.0 1111.794132 0.160481 Long Closed
9 9 (entries/exits, RL) 62.632646 2023-12-08 129.013800 0.0 2024-01-09 139.452170 0.0 -653.782712 -0.080909 Short Closed
10 10 (entries/exits, RL) 52.725191 2024-01-09 140.832323 0.0 2024-03-20 182.100459 0.0 2175.870360 0.293030 Long Closed
11 11 (entries/exits, RL) 54.726660 2024-03-20 183.847806 0.0 2024-04-05 169.216590 0.0 800.717607 0.079583 Short Closed
12 12 (entries/exits, RL) 54.692362 2024-04-05 168.193436 0.0 2024-04-19 155.407405 0.0 -699.298214 -0.076020 Long Closed
13 13 (entries/exits, RL) 59.968707 2024-04-19 156.010300 0.0 2024-05-22 161.395204 0.0 -322.925758 -0.034516 Short Closed
14 14 (entries/exits, RL) 51.785869 2024-05-22 161.036652 0.0 2024-05-28 177.622273 0.0 858.900809 0.102993 Long Closed
15 15 (entries/exits, RL) 52.852489 2024-05-28 177.801912 0.0 2024-06-06 178.677923 0.0 -46.299345 -0.004927 Short Closed
16 16 (entries/exits, RL) 52.885219 2024-06-06 178.243181 0.0 2024-07-09 176.851703 0.0 -73.588635 -0.007807 Long Closed
17 17 (entries/exits, RL) 60.129619 2024-07-09 175.738869 0.0 2024-07-19 163.724747 0.0 722.404602 0.068363 Short Closed
18 18 (entries/exits, RL) 60.202296 2024-07-19 162.845484 0.0 2024-07-31 172.872361 0.0 603.641024 0.061573 Long Closed
19 19 (entries/exits, RL) 76.758625 2024-07-31 169.858289 0.0 2024-08-16 160.955166 0.0 683.391499 0.052415 Short Closed
20 20 (entries/exits, RL) 67.470064 2024-08-16 161.017921 0.0 2024-09-18 180.247761 0.0 1297.438517 0.119427 Long Closed
21 21 (entries/exits, RL) 72.002725 2024-09-18 182.700153 0.0 2024-10-23 194.545206 0.0 -852.876066 -0.064833 Short Closed
22 22 (entries/exits, RL) 56.746384 2024-10-23 194.466595 0.0 2024-11-07 218.656438 0.0 1372.686106 0.124391 Long Closed
23 23 (entries/exits, RL) 57.503212 2024-11-07 218.848852 0.0 2024-11-12 207.412148 0.0 657.647179 0.052258 Short Closed
24 24 (entries/exits, RL) 60.610044 2024-11-12 207.324319 0.0 2024-11-20 200.047234 0.0 -441.064466 -0.035100 Long Open
25 25 (entries/exits stock two, SYK) 12.132862 2023-01-09 254.433992 0.0 2023-01-18 246.282817 0.0 98.897079 0.032037 Short Closed
26 26 (entries/exits stock two, SYK) 12.610378 2023-01-18 245.980068 0.0 2023-02-01 270.329417 0.0 307.054484 0.098989 Long Closed
27 27 (entries/exits stock two, SYK) 14.387575 2023-02-01 272.365972 0.0 2023-05-23 270.830799 0.0 22.087420 0.005636 Short Closed
28 28 (entries/exits stock two, SYK) 10.085839 2023-05-23 268.257258 0.0 2023-06-15 286.647009 0.0 185.476075 0.068553 Long Closed
29 29 (entries/exits stock two, SYK) 9.545103 2023-06-15 289.557355 0.0 2023-07-19 289.397234 0.0 1.528371 0.000553 Short Closed
30 30 (entries/exits stock two, SYK) 10.718807 2023-07-19 286.359549 0.0 2023-08-29 279.346571 0.0 -75.170766 -0.024490 Long Closed
31 31 (entries/exits stock two, SYK) 10.518574 2023-08-29 280.078449 0.0 2023-09-26 270.736113 0.0 98.268054 0.033356 Short Closed
32 32 (entries/exits stock two, SYK) 11.996120 2023-09-26 266.394470 0.0 2023-10-31 265.404953 0.0 -11.870366 -0.003714 Long Closed
33 33 (entries/exits stock two, SYK) 12.141861 2023-10-31 268.313761 0.0 2023-12-08 283.646786 0.0 -186.171463 -0.057146 Short Closed
34 34 (entries/exits stock two, SYK) 10.981870 2023-12-08 284.703278 0.0 2024-01-09 297.914400 0.0 145.082827 0.046403 Long Closed
35 35 (entries/exits stock two, SYK) 12.215787 2024-01-09 307.930472 0.0 2024-03-20 344.555098 0.0 -447.398635 -0.118938 Short Closed
36 36 (entries/exits stock two, SYK) 10.520910 2024-03-20 348.192786 0.0 2024-04-05 347.326793 0.0 -9.111033 -0.002487 Long Closed
37 37 (entries/exits stock two, SYK) 10.474290 2024-04-05 346.281169 0.0 2024-04-19 322.122383 0.0 253.046137 0.069766 Short Closed
38 38 (entries/exits stock two, SYK) 11.483187 2024-04-19 322.179145 0.0 2024-05-22 331.201724 0.0 103.607968 0.028005 Long Closed
39 39 (entries/exits stock two, SYK) 10.373624 2024-05-22 331.414819 0.0 2024-05-28 335.466689 0.0 -42.032577 -0.012226 Short Closed
40 40 (entries/exits stock two, SYK) 10.715698 2024-05-28 335.511287 0.0 2024-06-06 345.399143 0.0 105.955279 0.029471 Long Closed
41 41 (entries/exits stock two, SYK) 11.985680 2024-06-06 344.397444 0.0 2024-07-09 333.246632 0.0 133.650057 0.032378 Short Closed
42 42 (entries/exits stock two, SYK) 11.772938 2024-07-09 332.102085 0.0 2024-07-19 337.701501 0.0 65.921582 0.016861 Long Closed
43 43 (entries/exits stock two, SYK) 12.183822 2024-07-19 337.085507 0.0 2024-07-31 324.654440 0.0 151.457921 0.036878 Short Closed
44 44 (entries/exits stock two, SYK) 14.278421 2024-07-31 323.856379 0.0 2024-08-16 333.718469 0.0 140.815077 0.030452 Long Closed
45 45 (entries/exits stock two, SYK) 13.897722 2024-08-16 336.862201 0.0 2024-09-18 357.641871 0.0 -288.790084 -0.061686 Short Closed
46 46 (entries/exits stock two, SYK) 13.877089 2024-09-18 357.923182 0.0 2024-10-23 360.284217 0.0 32.764294 0.006596 Long Closed
47 47 (entries/exits stock two, SYK) 12.977590 2024-10-23 360.514288 0.0 2024-11-07 367.013245 0.0 -84.340801 -0.018027 Short Closed
48 48 (entries/exits stock two, SYK) 12.931176 2024-11-07 367.529663 0.0 2024-11-12 384.342861 0.0 217.414424 0.045747 Long Closed
49 49 (entries/exits stock two, SYK) 12.982817 2024-11-12 384.428414 0.0 2024-11-20 383.238379 0.0 15.450009 0.003096 Short Open
group
Start 2023-05-18 00:00:00
End 2025-04-17 00:00:00
Period 481 days 00:00:00
Start Value 10000.0
End Value 21230.201057
Total Return [%] 112.302011
Max Gross Exposure [%] 153.941163
Total Fees Paid 0.0
Max Drawdown [%] 17.421936
Max Drawdown Duration 55 days 00:00:00
Profit Factor 3.059772
Expectancy 25.779591
Sharpe Ratio 2.032597
Calmar Ratio 4.422785
Omega Ratio 1.377419
Sortino Ratio 3.248396
Skew 0.628074
Kurtosis 14.477748
Tail Ratio 1.179359
Common Sense Ratio 2.088096
Value at Risk -0.0205
Alpha 0.725327
Beta 0.326412
Position Id Column Size Entry Timestamp Avg Entry Price Entry Fees Exit Timestamp Avg Exit Price Exit Fees PnL Return Direction Status
0 0 (entries/exits, RL) 81.032432 2023-05-23 103.812265 0.0 2023-06-15 114.797057 0.0 -890.124352 -0.105814 Short Closed
1 1 (entries/exits, RL) 60.137199 2023-06-15 116.601130 0.0 2023-07-19 124.000449 0.0 444.974289 0.063458 Long Closed
2 2 (entries/exits, RL) 79.304582 2023-07-19 122.113994 0.0 2023-08-29 112.985985 0.0 723.892877 0.074750 Short Closed
3 3 (entries/exits, RL) 69.935298 2023-08-29 111.808197 0.0 2023-09-26 109.567683 0.0 -156.691032 -0.020039 Long Closed
4 4 (entries/exits, RL) 86.550590 2023-09-26 109.346526 0.0 2023-10-31 109.698140 0.0 -30.432397 -0.003216 Short Closed
5 5 (entries/exits, RL) 70.773199 2023-10-31 109.618111 0.0 2023-12-08 127.262352 0.0 1248.739387 0.160961 Long Closed
6 6 (entries/exits, RL) 70.517655 2023-12-08 129.022051 0.0 2024-01-09 139.447944 0.0 -735.209488 -0.080807 Short Closed
7 7 (entries/exits, RL) 59.064345 2024-01-09 140.788722 0.0 2024-03-20 182.272993 0.0 2450.241308 0.294656 Long Closed
8 8 (entries/exits, RL) 61.948271 2024-03-20 183.828867 0.0 2024-04-05 169.224851 0.0 904.693551 0.079444 Short Closed
9 9 (entries/exits, RL) 61.723705 2024-04-05 168.214756 0.0 2024-04-19 155.407398 0.0 -790.517586 -0.076137 Long Closed
10 10 (entries/exits, RL) 67.740355 2024-04-19 156.015491 0.0 2024-05-22 161.400149 0.0 -364.758683 -0.034514 Short Closed
11 11 (entries/exits, RL) 58.386190 2024-05-22 161.036652 0.0 2024-05-28 177.628924 0.0 968.759540 0.103034 Long Closed
12 12 (entries/exits, RL) 59.700281 2024-05-28 177.802530 0.0 2024-06-06 178.680021 0.0 -52.386420 -0.004935 Short Closed
13 13 (entries/exits, RL) 59.539633 2024-06-06 178.254225 0.0 2024-07-09 176.852308 0.0 -83.469610 -0.007865 Long Closed
14 14 (entries/exits, RL) 67.930665 2024-07-09 175.726461 0.0 2024-07-19 163.732416 0.0 814.763424 0.068254 Short Closed
15 15 (entries/exits, RL) 67.877120 2024-07-19 162.847606 0.0 2024-07-31 172.879485 0.0 680.935106 0.061603 Long Closed
16 16 (entries/exits, RL) 86.898715 2024-07-31 169.827288 0.0 2024-08-16 160.955472 0.0 770.949474 0.052240 Short Closed
17 17 (entries/exits, RL) 76.161974 2024-08-16 161.011914 0.0 2024-09-18 180.279751 0.0 1467.476470 0.119667 Long Closed
18 18 (entries/exits, RL) 81.642880 2024-09-18 182.715090 0.0 2024-10-23 194.549240 0.0 -966.174063 -0.064768 Short Closed
19 19 (entries/exits, RL) 64.129800 2024-10-23 194.465525 0.0 2024-11-07 218.690807 0.0 1553.562536 0.124574 Long Closed
20 20 (entries/exits, RL) 65.191667 2024-11-07 218.845936 0.0 2024-11-12 207.415545 0.0 745.166244 0.052230 Short Closed
21 21 (entries/exits, RL) 68.825076 2024-11-12 207.368924 0.0 2024-12-05 230.160272 0.0 1568.616237 0.109907 Long Closed
22 22 (entries/exits, RL) 79.533151 2024-12-05 230.154566 0.0 2025-01-16 235.167510 0.0 -398.695222 -0.021781 Short Closed
23 23 (entries/exits, RL) 64.441613 2025-01-16 236.328370 0.0 2025-02-06 270.363024 0.0 2193.247985 0.144014 Long Closed
24 24 (entries/exits, RL) 74.816887 2025-02-06 270.572142 0.0 2025-03-04 254.412023 0.0 1209.049827 0.059726 Short Closed
25 25 (entries/exits, RL) 86.284010 2025-03-04 241.819934 0.0 2025-04-17 207.169103 0.0 -2989.812668 -0.143292 Long Open
26 26 (entries/exits stock two, SYK) 10.572435 2023-05-23 268.256558 0.0 2023-06-15 286.599112 0.0 193.925460 0.068377 Long Closed
27 27 (entries/exits stock two, SYK) 9.982008 2023-06-15 289.559720 0.0 2023-07-19 289.396870 0.0 1.625575 0.000562 Short Closed
28 28 (entries/exits stock two, SYK) 11.246006 2023-07-19 286.317170 0.0 2023-08-29 279.341781 0.0 -78.445265 -0.024362 Long Closed
29 29 (entries/exits stock two, SYK) 11.006715 2023-08-29 280.077465 0.0 2023-09-26 270.730041 0.0 102.884432 0.033374 Short Closed
30 30 (entries/exits stock two, SYK) 12.592050 2023-09-26 266.362736 0.0 2023-10-31 265.397395 0.0 -12.155621 -0.003624 Long Closed
31 31 (entries/exits stock two, SYK) 12.729159 2023-10-31 268.345808 0.0 2023-12-08 283.651447 0.0 -194.827921 -0.057037 Short Closed
32 32 (entries/exits stock two, SYK) 11.538625 2023-12-08 284.707800 0.0 2024-01-09 297.893218 0.0 152.141591 0.046312 Long Closed
33 33 (entries/exits stock two, SYK) 12.832837 2024-01-09 308.019000 0.0 2024-03-20 344.598655 0.0 -469.420745 -0.118758 Short Closed
34 34 (entries/exits stock two, SYK) 11.110391 2024-03-20 348.188911 0.0 2024-04-05 347.331498 0.0 -9.526195 -0.002462 Long Closed
35 35 (entries/exits stock two, SYK) 11.043801 2024-04-05 346.295247 0.0 2024-04-19 322.149556 0.0 266.660208 0.069726 Short Closed
36 36 (entries/exits stock two, SYK) 12.109769 2024-04-19 322.186015 0.0 2024-05-22 331.194216 0.0 109.087242 0.027960 Long Closed
37 37 (entries/exits stock two, SYK) 10.912996 2024-05-22 331.413673 0.0 2024-05-28 335.468691 0.0 -44.252395 -0.012236 Short Closed
38 38 (entries/exits stock two, SYK) 11.291646 2024-05-28 335.511800 0.0 2024-06-06 345.393707 0.0 111.583002 0.029453 Long Closed
39 39 (entries/exits stock two, SYK) 12.622151 2024-06-06 344.398744 0.0 2024-07-09 333.252127 0.0 140.694283 0.032365 Short Closed
40 40 (entries/exits stock two, SYK) 12.408487 2024-07-09 332.093979 0.0 2024-07-19 337.697905 0.0 69.536239 0.016875 Long Closed
41 41 (entries/exits stock two, SYK) 12.837243 2024-07-19 337.087487 0.0 2024-07-31 324.659740 0.0 159.537999 0.036868 Short Closed
42 42 (entries/exits stock two, SYK) 15.080722 2024-07-31 323.844746 0.0 2024-08-16 333.697642 0.0 148.588777 0.030425 Long Closed
43 43 (entries/exits stock two, SYK) 14.676780 2024-08-16 336.897946 0.0 2024-09-18 357.642028 0.0 -304.456325 -0.061574 Short Closed
44 44 (entries/exits stock two, SYK) 14.684225 2024-09-18 357.919544 0.0 2024-10-23 360.275455 0.0 34.594739 0.006582 Long Closed
45 45 (entries/exits stock two, SYK) 13.698496 2024-10-23 360.521650 0.0 2024-11-07 367.016145 0.0 -88.964819 -0.018014 Short Closed
46 46 (entries/exits stock two, SYK) 13.675929 2024-11-07 367.533272 0.0 2024-11-12 384.339884 0.0 229.846028 0.045728 Long Closed
47 47 (entries/exits stock two, SYK) 15.176267 2024-11-12 384.448539 0.0 2024-12-05 380.240626 0.0 63.860406 0.010945 Short Closed
48 48 (entries/exits stock two, SYK) 17.199914 2024-12-05 377.589853 0.0 2025-01-16 377.856798 0.0 4.591431 0.000707 Long Closed
49 49 (entries/exits stock two, SYK) 15.911208 2025-01-16 381.059369 0.0 2025-02-06 394.313715 0.0 -210.892656 -0.034783 Short Closed
50 50 (entries/exits stock two, SYK) 16.941127 2025-02-06 393.536963 0.0 2025-03-04 388.129428 0.0 -91.609741 -0.013741 Long Closed
51 51 (entries/exits stock two, SYK) 20.987532 2025-03-04 381.702754 0.0 2025-04-17 350.312755 0.0 658.798593 0.082237 Short Open
group
Start 2023-10-11 00:00:00
End 2025-09-11 00:00:00
Period 481 days 00:00:00
Start Value 10000.0
End Value 20257.15122
Total Return [%] 102.571512
Max Gross Exposure [%] 536.52067
Total Fees Paid 0.0
Max Drawdown [%] 29.10448
Max Drawdown Duration 132 days 00:00:00
Profit Factor 1.835126
Expectancy 20.085681
Sharpe Ratio 1.862401
Calmar Ratio 2.434707
Omega Ratio 1.344809
Sortino Ratio 2.984514
Skew 0.670382
Kurtosis 14.059531
Tail Ratio 1.173983
Common Sense Ratio 2.005877
Value at Risk -0.022751
Alpha 0.638397
Beta 0.258617
Position Id Column Size Entry Timestamp Avg Entry Price Entry Fees Exit Timestamp Avg Exit Price Exit Fees PnL Return Direction Status
0 0 (entries/exits, RL) 72.274938 2023-10-25 110.675543 0.0 2023-10-31 109.327817 0.0 97.406830 0.012177 Short Closed
1 1 (entries/exits, RL) 71.646655 2023-10-31 109.602337 0.0 2023-12-08 127.308829 0.0 1268.610931 0.161552 Long Closed
2 2 (entries/exits, RL) 71.851187 2023-12-08 129.032072 0.0 2024-01-09 139.442779 0.0 -748.021651 -0.080683 Short Closed
3 3 (entries/exits, RL) 59.809900 2024-01-09 140.734389 0.0 2024-03-20 182.485576 0.0 2497.134319 0.296667 Long Closed
4 4 (entries/exits, RL) 63.534925 2024-03-20 183.805800 0.0 2024-04-05 169.234915 0.0 925.760108 0.079273 Short Closed
5 5 (entries/exits, RL) 63.072577 2024-04-05 168.240878 0.0 2024-04-19 155.407389 0.0 -809.441258 -0.076280 Long Closed
6 6 (entries/exits, RL) 69.297873 2024-04-19 156.021802 0.0 2024-05-22 161.406171 0.0 -373.125295 -0.034510 Short Closed
7 7 (entries/exits, RL) 59.590403 2024-05-22 161.036652 0.0 2024-05-28 177.637055 0.0 989.224755 0.103085 Long Closed
8 8 (entries/exits, RL) 61.070907 2024-05-28 177.803284 0.0 2024-06-06 178.682582 0.0 -53.699489 -0.004945 Short Closed
9 9 (entries/exits, RL) 60.660078 2024-06-06 178.267763 0.0 2024-07-09 176.853033 0.0 -85.817625 -0.007936 Long Closed
10 10 (entries/exits, RL) 69.502836 2024-07-09 175.711350 0.0 2024-07-19 163.741762 0.0 831.920281 0.068121 Short Closed
11 11 (entries/exits, RL) 69.278759 2024-07-19 162.850203 0.0 2024-07-31 172.888202 0.0 695.420104 0.061639 Long Closed
12 12 (entries/exits, RL) 89.137018 2024-07-31 169.789568 0.0 2024-08-16 160.955845 0.0 787.411702 0.052027 Short Closed
13 13 (entries/exits, RL) 77.847126 2024-08-16 161.004529 0.0 2024-09-18 180.318996 0.0 1503.575739 0.119962 Long Closed
14 14 (entries/exits, RL) 83.906312 2024-09-18 182.733227 0.0 2024-10-23 194.554126 0.0 -991.848035 -0.064689 Short Closed
15 15 (entries/exits, RL) 65.639906 2024-10-23 194.464213 0.0 2024-11-07 218.732902 0.0 1592.994475 0.124798 Long Closed
16 16 (entries/exits, RL) 66.986015 2024-11-07 218.842378 0.0 2024-11-12 207.419694 0.0 765.160136 0.052196 Short Closed
17 17 (entries/exits, RL) 70.623960 2024-11-12 207.370108 0.0 2024-12-05 230.196286 0.0 1612.075106 0.110075 Long Closed
18 18 (entries/exits, RL) 81.987652 2024-12-05 230.137394 0.0 2025-01-16 235.160805 0.0 -411.857674 -0.021828 Short Closed
19 19 (entries/exits, RL) 66.192608 2025-01-16 236.312033 0.0 2025-02-06 270.416246 0.0 2257.446854 0.144319 Long Closed
20 20 (entries/exits, RL) 77.274472 2025-02-06 270.568594 0.0 2025-03-04 254.432290 0.0 1246.924337 0.059638 Short Closed
21 21 (entries/exits, RL) 87.908791 2025-03-04 242.309874 0.0 2025-04-21 204.937865 0.0 -3285.328142 -0.154232 Long Closed
22 22 (entries/exits, RL) 89.802316 2025-04-21 211.910881 0.0 2025-06-13 254.243546 0.0 -3801.571339 -0.199766 Short Closed
23 23 (entries/exits, RL) 52.602271 2025-06-13 259.445782 0.0 2025-07-07 285.243813 0.0 1357.035051 0.099435 Long Closed
24 24 (entries/exits, RL) 65.470976 2025-07-07 286.519807 0.0 2025-08-19 288.440741 0.0 -125.765436 -0.006704 Short Closed
25 25 (entries/exits, RL) 50.043844 2025-08-19 285.352054 0.0 2025-09-03 312.983966 0.0 1382.807102 0.096834 Long Closed
26 26 (entries/exits, RL) 51.817108 2025-09-03 313.229039 0.0 2025-09-11 316.392309 0.0 -163.911481 -0.010099 Short Open
27 27 (entries/exits stock two, SYK) 10.098442 2023-10-25 254.902801 0.0 2023-10-31 265.721016 0.0 109.247116 0.042441 Long Closed
28 28 (entries/exits stock two, SYK) 11.849441 2023-10-31 268.384937 0.0 2023-12-08 283.657114 0.0 -180.966770 -0.056904 Short Closed
29 29 (entries/exits stock two, SYK) 10.770212 2023-12-08 284.713287 0.0 2024-01-09 297.867448 0.0 141.673102 0.046201 Long Closed
30 30 (entries/exits stock two, SYK) 11.975809 2024-01-09 308.127078 0.0 2024-03-20 344.651634 0.0 -437.411100 -0.118537 Short Closed
31 31 (entries/exits stock two, SYK) 10.434773 2024-03-20 348.184191 0.0 2024-04-05 347.337229 0.0 -8.837856 -0.002433 Long Closed
32 32 (entries/exits stock two, SYK) 10.352384 2024-04-05 346.312422 0.0 2024-04-19 322.182783 0.0 249.799294 0.069676 Short Closed
33 33 (entries/exits stock two, SYK) 11.354011 2024-04-19 322.194356 0.0 2024-05-22 331.185082 0.0 102.080800 0.027905 Long Closed
34 34 (entries/exits stock two, SYK) 10.201515 2024-05-22 331.412273 0.0 2024-05-28 335.471139 0.0 -41.406574 -0.012247 Short Closed
35 35 (entries/exits stock two, SYK) 10.576971 2024-05-28 335.512427 0.0 2024-06-06 345.387072 0.0 104.443827 0.029432 Long Closed
36 36 (entries/exits stock two, SYK) 11.814404 2024-06-06 344.400339 0.0 2024-07-09 333.258843 0.0 131.630143 0.032350 Short Closed
37 37 (entries/exits stock two, SYK) 11.626228 2024-07-09 332.084115 0.0 2024-07-19 337.693521 0.0 65.216237 0.016892 Long Closed
38 38 (entries/exits stock two, SYK) 12.023017 2024-07-19 337.089918 0.0 2024-07-31 324.666214 0.0 149.370397 0.036856 Short Closed
39 39 (entries/exits stock two, SYK) 14.166069 2024-07-31 323.830585 0.0 2024-08-16 333.672252 0.0 139.417736 0.030391 Long Closed
40 40 (entries/exits stock two, SYK) 13.784517 2024-08-16 336.941581 0.0 2024-09-18 357.642212 0.0 -285.348192 -0.061437 Short Closed
41 41 (entries/exits stock two, SYK) 13.824987 2024-09-18 357.915110 0.0 2024-10-23 360.264794 0.0 32.484340 0.006565 Long Closed
42 42 (entries/exits stock two, SYK) 12.858105 2024-10-23 360.530652 0.0 2024-11-07 367.019688 0.0 -83.436697 -0.017999 Short Closed
43 43 (entries/exits stock two, SYK) 12.867267 2024-11-07 367.537676 0.0 2024-11-12 384.336249 0.0 216.151721 0.045706 Long Closed
44 44 (entries/exits stock two, SYK) 14.301690 2024-11-12 384.453251 0.0 2024-12-05 380.239466 0.0 60.264240 0.010960 Short Closed
45 45 (entries/exits stock two, SYK) 16.257011 2024-12-05 377.543312 0.0 2025-01-16 377.809980 0.0 4.335220 0.000706 Long Closed
46 46 (entries/exits stock two, SYK) 14.997619 2025-01-16 381.069908 0.0 2025-02-06 394.310627 0.0 -198.579252 -0.034746 Short Closed
47 47 (entries/exits stock two, SYK) 16.033051 2025-02-06 393.520791 0.0 2025-03-04 388.128151 0.0 -86.460475 -0.013704 Long Closed
48 48 (entries/exits stock two, SYK) 19.864681 2025-03-04 381.719703 0.0 2025-04-21 344.985397 0.0 729.715274 0.096234 Short Closed
49 49 (entries/exits stock two, SYK) 17.542314 2025-04-21 342.934642 0.0 2025-06-13 375.788021 0.0 576.324314 0.095801 Long Closed
50 50 (entries/exits stock two, SYK) 12.911473 2025-06-13 376.871759 0.0 2025-07-07 392.148895 0.0 -197.250334 -0.040537 Short Closed
51 51 (entries/exits stock two, SYK) 14.913229 2025-07-07 390.796775 0.0 2025-08-19 389.711833 0.0 -16.179979 -0.002776 Long Closed
52 52 (entries/exits stock two, SYK) 13.626625 2025-08-19 389.889533 0.0 2025-09-03 388.741674 0.0 15.641439 0.002944 Short Closed
53 53 (entries/exits stock two, SYK) 13.806040 2025-09-03 388.604486 0.0 2025-09-11 388.945846 0.0 4.712843 0.000878 Long Open
group
Start 2022-12-22 00:00:00
End 2024-11-20 00:00:00
Period 481 days 00:00:00
Start Value 10000.0
End Value 15808.400786
Total Return [%] 58.084008
Max Gross Exposure [%] 200.076206
Total Fees Paid 0.0
Max Drawdown [%] 8.008144
Max Drawdown Duration 107 days 00:00:00
Profit Factor 2.382229
Expectancy 11.169047
Sharpe Ratio 1.958698
Calmar Ratio 5.189014
Omega Ratio 1.317169
Sortino Ratio 3.033001
Skew 0.001394
Kurtosis 2.069996
Tail Ratio 1.14257
Common Sense Ratio 1.617358
Value at Risk -0.014819
Alpha 0.437774
Beta 0.004859
Position Id Column Size Entry Timestamp Avg Entry Price Entry Fees Exit Timestamp Avg Exit Price Exit Fees PnL Return Direction Status
0 0 (entries/exits, TXN) 44.525142 2023-01-03 150.400445 0.0 2023-01-06 161.298696 0.0 485.246176 0.072462 Long Closed
1 1 (entries/exits, TXN) 52.144298 2023-01-06 161.665803 0.0 2023-02-17 163.218523 0.0 -80.965493 -0.009605 Short Closed
2 2 (entries/exits, TXN) 43.725239 2023-02-17 162.463486 0.0 2023-03-08 163.430121 0.0 42.266361 0.005950 Long Closed
3 3 (entries/exits, TXN) 49.289693 2023-03-08 163.646483 0.0 2023-04-12 165.010471 0.0 -67.230571 -0.008335 Short Closed
4 4 (entries/exits, TXN) 45.574691 2023-04-12 163.954214 0.0 2023-05-22 159.514395 0.0 -202.343354 -0.027080 Long Closed
5 5 (entries/exits, TXN) 50.017815 2023-05-22 159.923432 0.0 2023-06-21 159.989504 0.0 -3.304736 -0.000413 Short Closed
6 6 (entries/exits, TXN) 44.554224 2023-06-21 159.373965 0.0 2023-07-03 167.976300 0.0 383.270360 0.053976 Long Closed
7 7 (entries/exits, TXN) 48.369601 2023-07-03 167.911796 0.0 2023-07-26 165.481443 0.0 117.555210 0.014474 Short Closed
8 8 (entries/exits, TXN) 48.843697 2023-07-26 164.115397 0.0 2023-08-23 159.935365 0.0 -204.168204 -0.025470 Long Closed
9 9 (entries/exits, TXN) 57.392237 2023-08-23 158.933008 0.0 2023-10-03 149.099301 0.0 564.378442 0.061873 Short Closed
10 10 (entries/exits, TXN) 57.222270 2023-10-03 147.258965 0.0 2023-11-20 146.960953 0.0 -17.052928 -0.002024 Long Closed
11 11 (entries/exits, TXN) 51.994701 2023-11-20 147.691852 0.0 2023-11-30 145.096831 0.0 134.927307 0.017571 Short Closed
12 12 (entries/exits, TXN) 52.389371 2023-11-30 145.128781 0.0 2023-12-14 160.045047 0.0 781.453779 0.102780 Long Closed
13 13 (entries/exits, TXN) 56.301263 2023-12-14 160.103499 0.0 2024-01-12 156.982325 0.0 175.725996 0.019495 Short Closed
14 14 (entries/exits, TXN) 52.206995 2024-01-12 156.627481 0.0 2024-01-19 164.898276 0.0 431.793305 0.052806 Long Closed
15 15 (entries/exits, TXN) 54.381213 2024-01-19 164.708656 0.0 2024-01-26 155.969872 0.0 475.225692 0.053056 Short Closed
16 16 (entries/exits, TXN) 58.272026 2024-01-26 155.780941 0.0 2024-03-01 162.974469 0.0 419.181480 0.046177 Long Closed
17 17 (entries/exits, TXN) 64.162439 2024-03-01 163.609234 0.0 2024-04-05 161.252903 0.0 151.187984 0.014402 Short Closed
18 18 (entries/exits, TXN) 56.423022 2024-04-05 160.333473 0.0 2024-04-29 171.161651 0.0 610.958521 0.067535 Long Closed
19 19 (entries/exits, TXN) 60.735642 2024-04-29 173.304377 0.0 2024-06-20 185.679672 0.0 -751.621497 -0.071408 Short Closed
20 20 (entries/exits, TXN) 47.138093 2024-06-20 185.931897 0.0 2024-06-28 187.631938 0.0 80.136669 0.009143 Long Closed
21 21 (entries/exits, TXN) 52.021455 2024-06-28 188.149239 0.0 2024-07-23 192.043988 0.0 -202.610491 -0.020700 Short Closed
22 22 (entries/exits, TXN) 47.358132 2024-07-23 191.307679 0.0 2024-07-31 197.804891 0.0 307.695848 0.033962 Long Closed
23 23 (entries/exits, TXN) 50.308438 2024-07-31 197.024225 0.0 2024-08-02 181.987595 0.0 756.469404 0.076319 Short Closed
24 24 (entries/exits, TXN) 54.456664 2024-08-02 181.877648 0.0 2024-08-15 195.586682 0.0 746.548298 0.075375 Long Closed
25 25 (entries/exits, TXN) 62.022509 2024-08-15 196.090087 0.0 2024-09-12 192.415267 0.0 227.921561 0.018740 Short Closed
26 26 (entries/exits, TXN) 57.540236 2024-09-12 190.582614 0.0 2024-10-24 200.409381 0.0 565.434477 0.051562 Long Closed
27 27 (entries/exits, TXN) 67.015677 2024-10-24 200.518295 0.0 2024-11-20 196.301870 0.0 282.566559 0.021028 Short Open
28 28 (entries/exits stock two, XYL) 33.529830 2023-01-03 107.071857 0.0 2023-01-06 107.663170 0.0 -19.826619 -0.005523 Short Closed
29 29 (entries/exits stock two, XYL) 40.983381 2023-01-06 106.738770 0.0 2023-02-17 103.883707 0.0 -117.010128 -0.026748 Long Closed
30 30 (entries/exits stock two, XYL) 36.347936 2023-02-17 103.476035 0.0 2023-03-08 98.819777 0.0 169.245391 0.044998 Short Closed
31 31 (entries/exits stock two, XYL) 42.000333 2023-03-08 98.376661 0.0 2023-04-12 99.937951 0.0 65.574672 0.015871 Long Closed
32 32 (entries/exits stock two, XYL) 38.776562 2023-04-12 100.536538 0.0 2023-05-22 101.356592 0.0 -31.798887 -0.008157 Short Closed
33 33 (entries/exits stock two, XYL) 36.712697 2023-05-22 101.301166 0.0 2023-06-21 109.602479 0.0 304.763595 0.081947 Long Closed
34 34 (entries/exits stock two, XYL) 34.268778 2023-06-21 110.457430 0.0 2023-07-03 108.901769 0.0 53.310627 0.014084 Short Closed
35 35 (entries/exits stock two, XYL) 36.213163 2023-07-03 108.803666 0.0 2023-07-26 110.705096 0.0 68.856792 0.017476 Long Closed
36 36 (entries/exits stock two, XYL) 41.344614 2023-07-26 109.489154 0.0 2023-08-23 98.250416 0.0 464.661265 0.102647 Short Closed
37 37 (entries/exits stock two, XYL) 47.924476 2023-08-23 97.069884 0.0 2023-10-03 88.637371 0.0 -404.123746 -0.086871 Long Closed
38 38 (entries/exits stock two, XYL) 50.425958 2023-10-03 88.374053 0.0 2023-11-20 96.676120 0.0 -418.639707 -0.093942 Short Closed
39 39 (entries/exits stock two, XYL) 38.998787 2023-11-20 98.244221 0.0 2023-11-30 102.997164 0.0 185.358980 0.048379 Long Closed
40 40 (entries/exits stock two, XYL) 38.693086 2023-11-30 103.067820 0.0 2023-12-14 108.598833 0.0 -214.011981 -0.053664 Short Closed
41 41 (entries/exits stock two, XYL) 40.997426 2023-12-14 108.769835 0.0 2024-01-12 109.584042 0.0 33.380365 0.007486 Long Closed
42 42 (entries/exits stock two, XYL) 38.587477 2024-01-12 109.491399 0.0 2024-01-19 109.650322 0.0 -6.132423 -0.001451 Short Closed
43 43 (entries/exits stock two, XYL) 40.509315 2024-01-19 109.649834 0.0 2024-01-26 110.174105 0.0 21.237858 0.004781 Long Closed
44 44 (entries/exits stock two, XYL) 43.538250 2024-01-26 110.703868 0.0 2024-03-01 124.237818 0.0 -589.244541 -0.122254 Short Closed
45 45 (entries/exits stock two, XYL) 39.444688 2024-03-01 125.734467 0.0 2024-04-05 126.121513 0.0 15.266882 0.003078 Long Closed
46 46 (entries/exits stock two, XYL) 38.387440 2024-04-05 126.147808 0.0 2024-04-29 130.034233 0.0 -149.189906 -0.030809 Short Closed
47 47 (entries/exits stock two, XYL) 41.203034 2024-04-29 131.122735 0.0 2024-06-20 137.505601 0.0 262.993438 0.048679 Long Closed
48 48 (entries/exits stock two, XYL) 33.636152 2024-06-20 137.175058 0.0 2024-06-28 133.683402 0.0 117.445888 0.025454 Short Closed
49 49 (entries/exits stock two, XYL) 36.529472 2024-06-28 133.698076 0.0 2024-07-23 138.305315 0.0 168.300001 0.034460 Long Closed
50 50 (entries/exits stock two, XYL) 36.431464 2024-07-23 138.056339 0.0 2024-07-31 131.783375 0.0 228.533265 0.045438 Short Closed
51 51 (entries/exits stock two, XYL) 37.000568 2024-07-31 131.571952 0.0 2024-08-02 128.275833 0.0 -121.958282 -0.025052 Long Closed
52 52 (entries/exits stock two, XYL) 40.518424 2024-08-02 128.124074 0.0 2024-08-15 131.175029 0.0 -123.619876 -0.023813 Short Closed
53 53 (entries/exits stock two, XYL) 44.776371 2024-08-15 131.032764 0.0 2024-09-12 129.840204 0.0 -53.398534 -0.009101 Long Closed
54 54 (entries/exits stock two, XYL) 46.064429 2024-09-12 129.758719 0.0 2024-10-24 129.645817 0.0 5.200783 0.000870 Short Closed
55 55 (entries/exits stock two, XYL) 49.118643 2024-10-24 127.958273 0.0 2024-11-20 121.495950 0.0 -317.420541 -0.050503 Long Open
group
Start 2023-05-18 00:00:00
End 2025-04-17 00:00:00
Period 481 days 00:00:00
Start Value 10000.0
End Value 17590.468467
Total Return [%] 75.904685
Max Gross Exposure [%] 184.783225
Total Fees Paid 0.0
Max Drawdown [%] 8.946065
Max Drawdown Duration 61 days 00:00:00
Profit Factor 2.662281
Expectancy 16.903937
Sharpe Ratio 1.989545
Calmar Ratio 5.98095
Omega Ratio 1.342704
Sortino Ratio 3.268847
Skew 0.834714
Kurtosis 6.555858
Tail Ratio 1.21134
Common Sense Ratio 1.859479
Value at Risk -0.016371
Alpha 0.511994
Beta 0.186869
Position Id Column Size Entry Timestamp Avg Entry Price Entry Fees Exit Timestamp Avg Exit Price Exit Fees PnL Return Direction Status
0 0 (entries/exits, TXN) 50.311907 2023-05-22 159.918565 0.0 2023-06-21 160.002264 0.0 -4.211060 -0.000523 Short Closed
1 1 (entries/exits, TXN) 44.656047 2023-06-21 159.374693 0.0 2023-07-03 167.981245 0.0 384.334574 0.054002 Long Closed
2 2 (entries/exits, TXN) 48.632307 2023-07-03 167.908418 0.0 2023-07-26 165.493185 0.0 117.458356 0.014384 Short Closed
3 3 (entries/exits, TXN) 48.802780 2023-07-26 164.139194 0.0 2023-08-23 159.933256 0.0 -205.261452 -0.025624 Long Closed
4 4 (entries/exits, TXN) 57.665604 2023-08-23 158.912009 0.0 2023-10-03 149.102258 0.0 565.685235 0.061731 Short Closed
5 5 (entries/exits, TXN) 57.162874 2023-10-03 147.300836 0.0 2023-11-20 147.004822 0.0 -16.921017 -0.002010 Long Closed
6 6 (entries/exits, TXN) 52.353008 2023-11-20 147.691554 0.0 2023-11-30 145.097250 0.0 135.819640 0.017566 Short Closed
7 7 (entries/exits, TXN) 52.703975 2023-11-30 145.126829 0.0 2023-12-14 160.063096 0.0 787.200667 0.102919 Long Closed
8 8 (entries/exits, TXN) 56.948546 2023-12-14 160.099379 0.0 2024-01-12 156.989082 0.0 177.126917 0.019427 Short Closed
9 9 (entries/exits, TXN) 52.668728 2024-01-12 156.628640 0.0 2024-01-19 164.903555 0.0 435.829250 0.052831 Long Closed
10 10 (entries/exits, TXN) 55.002273 2024-01-19 164.705688 0.0 2024-01-26 155.973572 0.0 480.286191 0.053016 Short Closed
11 11 (entries/exits, TXN) 58.801589 2024-01-26 155.787758 0.0 2024-03-01 163.019668 0.0 425.247778 0.046422 Long Closed
12 12 (entries/exits, TXN) 65.301157 2024-03-01 163.606762 0.0 2024-04-05 161.262264 0.0 153.098468 0.014330 Short Closed
13 13 (entries/exits, TXN) 57.166305 2024-04-05 160.337336 0.0 2024-04-29 171.191291 0.0 620.480506 0.067694 Long Closed
14 14 (entries/exits, TXN) 61.903333 2024-04-29 173.332021 0.0 2024-06-20 185.668572 0.0 -763.673630 -0.071173 Short Closed
15 15 (entries/exits, TXN) 47.802901 2024-06-20 185.931361 0.0 2024-06-28 187.631811 0.0 81.286484 0.009146 Long Closed
16 16 (entries/exits, TXN) 52.823198 2024-06-28 188.155654 0.0 2024-07-23 192.061366 0.0 -206.312211 -0.020758 Short Closed
17 17 (entries/exits, TXN) 47.894890 2024-07-23 191.304828 0.0 2024-07-31 197.808021 0.0 311.469726 0.033994 Long Closed
18 18 (entries/exits, TXN) 51.003295 2024-07-31 197.014905 0.0 2024-08-02 181.987595 0.0 766.442365 0.076275 Short Closed
19 19 (entries/exits, TXN) 55.152576 2024-08-02 181.883815 0.0 2024-08-15 195.612027 0.0 757.146221 0.075478 Long Closed
20 20 (entries/exits, TXN) 63.259859 2024-08-15 196.089934 0.0 2024-09-12 192.441538 0.0 230.796988 0.018606 Short Closed
21 21 (entries/exits, TXN) 58.282842 2024-09-12 190.565850 0.0 2024-10-24 200.418390 0.0 574.234045 0.051701 Long Closed
22 22 (entries/exits, TXN) 68.484505 2024-10-24 200.515635 0.0 2024-11-21 196.334048 0.0 286.373894 0.020854 Short Closed
23 23 (entries/exits, TXN) 60.369852 2024-11-21 193.101519 0.0 2025-01-06 187.937417 0.0 -311.756013 -0.026743 Long Closed
24 24 (entries/exits, TXN) 63.223374 2025-01-06 187.380116 0.0 2025-01-24 182.790650 0.0 290.161545 0.024493 Short Closed
25 25 (entries/exits, TXN) 63.079649 2025-01-24 181.151592 0.0 2025-02-20 199.442244 0.0 1153.767959 0.100969 Long Closed
26 26 (entries/exits, TXN) 85.459043 2025-02-20 194.500644 0.0 2025-04-03 165.192300 0.0 2504.662989 0.150685 Short Closed
27 27 (entries/exits, TXN) 88.842952 2025-04-03 160.150697 0.0 2025-04-17 147.430253 0.0 -1130.121741 -0.079428 Long Open
28 28 (entries/exits stock two, XYL) 33.837599 2023-05-22 101.301689 0.0 2023-06-21 109.575668 0.0 279.971584 0.081677 Long Closed
29 29 (entries/exits stock two, XYL) 31.494036 2023-06-21 110.456420 0.0 2023-07-03 108.900878 0.0 48.990268 0.014083 Short Closed
30 30 (entries/exits stock two, XYL) 33.333021 2023-07-03 108.800885 0.0 2023-07-26 110.700949 0.0 63.334889 0.017464 Long Closed
31 31 (entries/exits stock two, XYL) 37.869129 2023-07-26 109.516225 0.0 2023-08-23 98.255998 0.0 426.414962 0.102818 Short Closed
32 32 (entries/exits stock two, XYL) 44.141928 2023-08-23 97.047296 0.0 2023-10-03 88.651939 0.0 -370.587232 -0.086508 Long Closed
33 33 (entries/exits stock two, XYL) 46.217544 2023-10-03 88.382471 0.0 2023-11-20 96.699068 0.0 -384.372678 -0.094098 Short Closed
34 34 (entries/exits stock two, XYL) 35.944951 2023-11-20 98.244846 0.0 2023-11-30 102.995754 0.0 170.771135 0.048358 Long Closed
35 35 (entries/exits stock two, XYL) 35.669056 2023-11-30 103.070990 0.0 2023-12-14 108.601971 0.0 -197.284880 -0.053662 Short Closed
36 36 (entries/exits stock two, XYL) 37.958032 2023-12-14 108.770876 0.0 2024-01-12 109.585923 0.0 30.937571 0.007493 Long Closed
37 37 (entries/exits stock two, XYL) 35.627051 2024-01-12 109.492378 0.0 2024-01-19 109.650706 0.0 -5.640770 -0.001446 Short Closed
38 38 (entries/exits stock two, XYL) 37.497665 2024-01-19 109.649789 0.0 2024-01-26 110.174476 0.0 19.674555 0.004785 Long Closed
39 39 (entries/exits stock two, XYL) 40.324392 2024-01-26 110.718687 0.0 2024-03-01 124.253866 0.0 -545.797870 -0.122248 Short Closed
40 40 (entries/exits stock two, XYL) 36.766540 2024-03-01 125.733569 0.0 2024-04-05 126.122266 0.0 14.291037 0.003091 Long Closed
41 41 (entries/exits stock two, XYL) 35.749724 2024-04-05 126.152034 0.0 2024-04-29 130.029574 0.0 -138.620994 -0.030737 Short Closed
42 42 (entries/exits stock two, XYL) 38.508021 2024-04-29 131.140012 0.0 2024-06-20 137.511582 0.0 245.356552 0.048586 Long Closed
43 43 (entries/exits stock two, XYL) 31.230093 2024-06-20 137.175981 0.0 2024-06-28 133.683909 0.0 109.057716 0.025457 Short Closed
44 44 (entries/exits stock two, XYL) 33.980762 2024-06-28 133.698474 0.0 2024-07-23 138.294596 0.0 156.179730 0.034377 Long Closed
45 45 (entries/exits stock two, XYL) 33.723446 2024-07-23 138.065282 0.0 2024-07-31 131.776618 0.0 212.075406 0.045548 Short Closed
46 46 (entries/exits stock two, XYL) 34.330107 2024-07-31 131.571791 0.0 2024-08-02 128.275833 0.0 -113.150578 -0.025051 Long Closed
47 47 (entries/exits stock two, XYL) 37.652783 2024-08-02 128.125319 0.0 2024-08-15 131.173710 0.0 -114.780419 -0.023792 Short Closed
48 48 (entries/exits stock two, XYL) 41.818771 2024-08-15 131.026649 0.0 2024-09-12 129.849562 0.0 -49.224304 -0.008984 Long Closed
49 49 (entries/exits stock two, XYL) 42.876117 2024-09-12 129.756919 0.0 2024-10-24 129.640187 0.0 5.005012 0.000900 Short Closed
50 50 (entries/exits stock two, XYL) 45.988387 2024-10-24 127.928968 0.0 2024-11-21 123.754995 0.0 -191.954269 -0.032627 Long Closed
51 51 (entries/exits stock two, XYL) 48.196393 2024-11-21 123.296687 0.0 2025-01-06 116.738252 0.0 316.092925 0.053192 Short Closed
52 52 (entries/exits stock two, XYL) 45.438193 2025-01-06 115.769489 0.0 2025-01-24 120.230244 0.0 202.688664 0.038531 Long Closed
53 53 (entries/exits stock two, XYL) 47.236943 2025-01-24 121.093274 0.0 2025-02-20 128.705982 0.0 -359.601048 -0.062866 Short Closed
54 54 (entries/exits stock two, XYL) 56.704031 2025-02-20 127.529573 0.0 2025-04-03 112.140946 0.0 -872.597184 -0.120667 Long Closed
55 55 (entries/exits stock two, XYL) 58.268710 2025-04-03 109.997915 0.0 2025-04-17 109.438679 0.0 32.586011 0.005084 Short Open
group
Start 2023-10-11 00:00:00
End 2025-09-11 00:00:00
Period 481 days 00:00:00
Start Value 10000.0
End Value 17873.861595
Total Return [%] 78.738616
Max Gross Exposure [%] 640.037481
Total Fees Paid 0.0
Max Drawdown [%] 15.3922
Max Drawdown Duration 100 days 00:00:00
Profit Factor 2.248437
Expectancy 16.216492
Sharpe Ratio 1.933786
Calmar Ratio 3.597862
Omega Ratio 1.362613
Sortino Ratio 3.219256
Skew 1.055102
Kurtosis 10.049112
Tail Ratio 1.250284
Common Sense Ratio 1.942679
Value at Risk -0.015386
Alpha 0.511131
Beta 0.162422
Position Id Column Size Entry Timestamp Avg Entry Price Entry Fees Exit Timestamp Avg Exit Price Exit Fees PnL Return Direction Status
0 0 (entries/exits, TXN) 48.332959 2023-11-08 137.971062 0.0 2023-11-20 147.552160 0.0 463.082816 0.069443 Long Closed
1 1 (entries/exits, TXN) 48.316985 2023-11-20 147.691823 0.0 2023-11-30 145.096872 0.0 125.380229 0.017570 Short Closed
2 2 (entries/exits, TXN) 48.679616 2023-11-30 145.128593 0.0 2023-12-14 160.046782 0.0 726.211712 0.102793 Long Closed
3 3 (entries/exits, TXN) 52.341934 2023-12-14 160.103101 0.0 2024-01-12 156.982977 0.0 163.313352 0.019488 Short Closed
4 4 (entries/exits, TXN) 48.523320 2024-01-12 156.627593 0.0 2024-01-19 164.898783 0.0 401.345635 0.052808 Long Closed
5 5 (entries/exits, TXN) 50.556539 2024-01-19 164.708370 0.0 2024-01-26 155.970228 0.0 441.770221 0.053052 Short Closed
6 6 (entries/exits, TXN) 54.161701 2024-01-26 155.781595 0.0 2024-03-01 162.978806 0.0 389.813204 0.046201 Long Closed
7 7 (entries/exits, TXN) 59.685255 2024-03-01 163.608969 0.0 2024-04-05 161.253762 0.0 140.571154 0.014395 Short Closed
8 8 (entries/exits, TXN) 52.463518 2024-04-05 160.333844 0.0 2024-04-29 171.164498 0.0 568.214203 0.067551 Long Closed
9 9 (entries/exits, TXN) 56.505283 2024-04-29 173.306904 0.0 2024-06-20 185.678595 0.0 -699.065901 -0.071386 Short Closed
10 10 (entries/exits, TXN) 43.834041 2024-06-20 185.931846 0.0 2024-06-28 187.631926 0.0 74.521378 0.009144 Long Closed
11 11 (entries/exits, TXN) 48.381127 2024-06-28 188.149858 0.0 2024-07-23 192.045663 0.0 -188.483412 -0.020706 Short Closed
12 12 (entries/exits, TXN) 44.027087 2024-07-23 191.307405 0.0 2024-07-31 197.805192 0.0 286.078639 0.033965 Long Closed
13 13 (entries/exits, TXN) 46.780891 2024-07-31 197.023328 0.0 2024-08-02 181.987595 0.0 703.384979 0.076314 Short Closed
14 14 (entries/exits, TXN) 50.633296 2024-08-02 181.878240 0.0 2024-08-15 195.589118 0.0 694.226951 0.075385 Long Closed
15 15 (entries/exits, TXN) 57.707159 2024-08-15 196.090073 0.0 2024-09-12 192.417803 0.0 211.916250 0.018727 Short Closed
16 16 (entries/exits, TXN) 53.501115 2024-09-12 190.581010 0.0 2024-10-24 200.410244 0.0 525.874986 0.051575 Long Closed
17 17 (entries/exits, TXN) 62.364505 2024-10-24 200.518039 0.0 2024-11-21 196.312067 0.0 262.303324 0.020976 Short Closed
18 18 (entries/exits, TXN) 55.340608 2024-11-21 193.071595 0.0 2025-01-06 187.944257 0.0 -283.749994 -0.026557 Long Closed
19 19 (entries/exits, TXN) 57.736738 2025-01-06 187.382429 0.0 2025-01-24 182.771816 0.0 266.201732 0.024605 Short Closed
20 20 (entries/exits, TXN) 57.775045 2025-01-24 181.144286 0.0 2025-02-20 199.371161 0.0 1053.058542 0.100621 Long Closed
21 21 (entries/exits, TXN) 77.413685 2025-02-20 194.591858 0.0 2025-04-03 165.148187 0.0 2279.343037 0.151310 Short Closed
22 22 (entries/exits, TXN) 83.477898 2025-04-03 159.890821 0.0 2025-05-09 169.074499 0.0 766.634153 0.057437 Long Closed
23 23 (entries/exits, TXN) 82.969565 2025-05-09 174.702951 0.0 2025-07-23 189.042453 0.0 -1189.742232 -0.082079 Short Closed
24 24 (entries/exits, TXN) 61.686483 2025-07-23 184.941704 0.0 2025-08-20 199.780547 0.0 915.355999 0.080235 Long Closed
25 25 (entries/exits, TXN) 61.341746 2025-08-20 200.679041 0.0 2025-09-04 187.967865 0.0 779.725773 0.063341 Short Closed
26 26 (entries/exits, TXN) 64.869651 2025-09-04 187.262518 0.0 2025-09-11 184.350006 0.0 -188.933600 -0.015553 Long Open
27 27 (entries/exits stock two, XYL) 36.936757 2023-11-08 94.700400 0.0 2023-11-20 98.189598 0.0 -128.879656 -0.036845 Short Closed
28 28 (entries/exits stock two, XYL) 35.937385 2023-11-20 98.244282 0.0 2023-11-30 102.997028 0.0 170.801274 0.048377 Long Closed
29 29 (entries/exits stock two, XYL) 35.656244 2023-11-30 103.068125 0.0 2023-12-14 108.599136 0.0 -197.215068 -0.053664 Short Closed
30 30 (entries/exits stock two, XYL) 37.795559 2023-12-14 108.769936 0.0 2024-01-12 109.584223 0.0 30.776446 0.007486 Long Closed
31 31 (entries/exits stock two, XYL) 35.564253 2024-01-12 109.491493 0.0 2024-01-19 109.650359 0.0 -5.649931 -0.001451 Short Closed
32 32 (entries/exits stock two, XYL) 37.344757 2024-01-19 109.649830 0.0 2024-01-26 110.174141 0.0 19.580270 0.004782 Long Closed
33 33 (entries/exits stock two, XYL) 40.139268 2024-01-26 110.705292 0.0 2024-03-01 124.239363 0.0 -543.247734 -0.122253 Short Closed
34 34 (entries/exits stock two, XYL) 36.387623 2024-03-01 125.734381 0.0 2024-04-05 126.121585 0.0 14.089459 0.003080 Long Closed
35 35 (entries/exits stock two, XYL) 35.409321 2024-04-05 126.148215 0.0 2024-04-29 130.033784 0.0 -137.585347 -0.030802 Short Closed
36 36 (entries/exits stock two, XYL) 38.019495 2024-04-29 131.124410 0.0 2024-06-20 137.506181 0.0 242.631738 0.048670 Long Closed
37 37 (entries/exits stock two, XYL) 31.017599 2024-06-20 137.175147 0.0 2024-06-28 133.683451 0.0 108.304040 0.025454 Short Closed
38 38 (entries/exits stock two, XYL) 33.691831 2024-06-28 133.698115 0.0 2024-07-23 138.304282 0.0 155.190189 0.034452 Long Closed
39 39 (entries/exits stock two, XYL) 33.585548 2024-07-23 138.057198 0.0 2024-07-31 131.782725 0.0 210.731601 0.045448 Short Closed
40 40 (entries/exits stock two, XYL) 34.117840 2024-07-31 131.571937 0.0 2024-08-02 128.275833 0.0 -112.455939 -0.025052 Long Closed
41 41 (entries/exits stock two, XYL) 37.367239 2024-08-02 128.124194 0.0 2024-08-15 131.174902 0.0 -113.996546 -0.023811 Short Closed
42 42 (entries/exits stock two, XYL) 41.314010 2024-08-15 131.032174 0.0 2024-09-12 129.841108 0.0 -49.207703 -0.009090 Long Closed
43 43 (entries/exits stock two, XYL) 42.488587 2024-09-12 129.758547 0.0 2024-10-24 129.645275 0.0 4.812737 0.000873 Short Closed
44 44 (entries/exits stock two, XYL) 45.331377 2024-10-24 127.955442 0.0 2024-11-21 123.758040 0.0 -190.274024 -0.032804 Long Closed
45 45 (entries/exits stock two, XYL) 47.773238 2024-11-21 123.289384 0.0 2025-01-06 116.744474 0.0 312.671534 0.053086 Short Closed
46 46 (entries/exits stock two, XYL) 44.950611 2025-01-06 115.769944 0.0 2025-01-24 120.236424 0.0 200.771002 0.038581 Long Closed
47 47 (entries/exits stock two, XYL) 46.746594 2025-01-24 121.087895 0.0 2025-02-20 128.710156 0.0 -356.314727 -0.062948 Short Closed
48 48 (entries/exits stock two, XYL) 55.604217 2025-02-20 127.560557 0.0 2025-04-03 112.101903 0.0 -859.566320 -0.121187 Long Closed
49 49 (entries/exits stock two, XYL) 60.364088 2025-04-03 110.338744 0.0 2025-05-09 119.989198 0.0 -582.540889 -0.087462 Short Closed
50 50 (entries/exits stock two, XYL) 56.963275 2025-05-09 122.709693 0.0 2025-07-23 130.230959 0.0 428.435948 0.061293 Long Closed
51 51 (entries/exits stock two, XYL) 49.157495 2025-07-23 132.326517 0.0 2025-08-20 141.749918 0.0 -463.230794 -0.071213 Short Closed
52 52 (entries/exits stock two, XYL) 43.948825 2025-08-20 141.439666 0.0 2025-09-04 141.996054 0.0 24.452570 0.003934 Long Closed
53 53 (entries/exits stock two, XYL) 44.599750 2025-09-04 141.828309 0.0 2025-09-11 141.773952 0.0 2.424337 0.000383 Short Open